+97.3%
TEM vs AVTR
-28.1%
+125.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | +5.1% | +0.5% | +4.5% | +5.1% |
| 30D | +16.8% | +1.5% | +15.3% | +15.7% |
| 3M | +42.6% | +14.2% | +28.4% | +33.9% |
| 6M | +63.9% | +97.4% | -33.5% | +12.6% |
| YTD | +34.5% | +37.3% | -2.7% | +10.4% |
| 1Y | +11.0% | +36.8% | -25.8% | -9.1% |
| All | +97.3% | -28.1% | +125.4% | +142.3% |
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