+52.1%
TEL vs AVTR
-64.7%
+116.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -2.0% | -0.2% | -1.8% |
| 30D | -6.1% | +8.1% | -14.1% | -8.0% |
| 3M | +1.7% | +54.2% | -52.5% | -10.2% |
| 6M | +1.6% | +82.6% | -81.0% | -14.6% |
| YTD | -9.1% | +29.8% | -38.9% | -16.8% |
| 1Y | -1.7% | +18.0% | -19.7% | -9.9% |
| 3Y | +67.3% | -26.4% | +93.8% | +69.3% |
| 5Y | +52.1% | -64.8% | +116.9% | +96.3% |
| All | +52.1% | -64.7% | +116.8% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling