+237.1%
TDG vs AVTR
+3.6%
+233.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -2.1% |
| 7D | -0.9% | +7.4% | -8.3% | -3.3% |
| 30D | -6.5% | +12.2% | -18.8% | -10.2% |
| 3M | -5.1% | +57.4% | -62.4% | -19.6% |
| 6M | -11.5% | +86.7% | -98.2% | -29.9% |
| YTD | -13.9% | +33.1% | -47.0% | -23.9% |
| 1Y | -11.5% | +16.1% | -27.6% | -20.0% |
| 3Y | +53.7% | -24.6% | +78.3% | +54.0% |
| 5Y | +135.5% | -63.5% | +199.0% | +221.2% |
| All | +237.1% | +3.6% | +233.5% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling