+159.3%
TEL vs AVTR
+3.6%
+155.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.3% |
| 7D | -1.4% | +7.4% | -8.8% | -3.6% |
| 30D | -4.9% | +12.2% | -17.1% | -8.2% |
| 3M | +0.1% | +57.4% | -57.3% | -13.8% |
| 6M | +0.4% | +86.7% | -86.3% | -18.4% |
| YTD | -8.9% | +33.1% | -42.0% | -18.3% |
| 1Y | -0.3% | +16.1% | -16.5% | -9.0% |
| 3Y | +67.6% | -24.6% | +92.2% | +68.9% |
| 5Y | +50.7% | -63.5% | +114.2% | +92.1% |
| All | +159.3% | +3.6% | +155.7% | +117.2% |
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