+15.5%
TFC vs AVTR
+13.4%
+2.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.3% | +1.6% | -2.9% | -1.5% |
| 30D | -2.3% | +8.4% | -10.7% | -3.1% |
| 3M | +2.5% | +50.2% | -47.7% | -2.2% |
| 6M | +9.5% | +82.6% | -73.1% | +1.8% |
| YTD | +5.1% | +29.8% | -24.8% | +0.7% |
| 1Y | +15.5% | +16.0% | -0.5% | +11.2% |
| All | +15.5% | +13.4% | +2.1% | +11.2% |
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 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