+45.4%
TFC vs AVTR
+6.9%
+38.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +7.8% | +1.5% | +6.2% | +7.2% |
| 3M | -3.0% | +14.2% | -17.2% | -6.9% |
| 6M | +5.8% | +97.4% | -91.6% | -14.6% |
| YTD | +5.3% | +37.3% | -32.0% | -6.1% |
| 1Y | +15.7% | +36.8% | -21.1% | +3.1% |
| 3Y | +94.8% | -15.2% | +110.0% | +89.9% |
| 5Y | 0.0% | -59.2% | +59.2% | +21.1% |
| All | +45.4% | +6.9% | +38.5% | +10.7% |
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