+45.1%
TFC vs AVTR
+1.1%
+44.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -1.3% | +1.6% | -2.9% | -1.8% |
| 30D | -2.3% | +8.4% | -10.7% | -4.7% |
| 3M | +2.5% | +50.2% | -47.7% | -9.8% |
| 6M | +9.5% | +82.6% | -73.1% | -9.7% |
| YTD | +5.1% | +29.8% | -24.8% | -4.6% |
| 1Y | +15.5% | +16.0% | -0.5% | +6.0% |
| 3Y | +95.2% | -26.4% | +121.6% | +99.1% |
| 5Y | +14.5% | -64.5% | +78.9% | +44.7% |
| All | +45.1% | +1.1% | +44.0% | +12.4% |
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