+5.4%
TEM vs AVTR
+36.1%
-30.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -5.3% |
| 7D | -5.9% | +0.5% | -6.3% | -5.9% |
| 30D | +4.8% | -1.0% | +5.8% | +5.5% |
| 3M | +31.9% | +12.2% | +19.7% | +23.6% |
| 6M | +56.0% | +97.5% | -41.5% | -0.9% |
| YTD | +21.3% | +35.6% | -14.3% | -11.7% |
| 1Y | +5.4% | +32.8% | -27.4% | -23.0% |
| All | +5.4% | +36.1% | -30.7% | -23.0% |
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