+46.6%
TEM vs AVTR
-32.3%
+78.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -8.7% | -1.1% | -7.6% | -8.1% |
| 30D | +8.1% | +6.3% | +1.7% | +5.1% |
| 3M | +19.0% | +53.3% | -34.3% | -7.0% |
| 6M | +12.0% | +78.6% | -66.6% | -18.9% |
| YTD | -0.1% | +29.2% | -29.3% | -15.6% |
| 1Y | -33.5% | +13.8% | -47.4% | -43.2% |
| All | +46.6% | -32.3% | +78.9% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling