+148.6%
TE vs AVTR
+16.8%
+131.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.2% |
| 7D | -4.0% | +2.7% | -6.6% | -3.8% |
| 30D | -15.9% | +12.1% | -28.0% | -15.2% |
| 3M | -60.5% | +57.2% | -117.8% | -60.9% |
| 6M | -35.2% | +73.1% | -108.3% | -36.7% |
| YTD | -31.1% | +30.6% | -61.8% | -30.7% |
| 1Y | +148.6% | +13.5% | +135.2% | +159.6% |
| All | +148.6% | +16.8% | +131.9% | +159.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling