+104.5%
TFC vs AVTR
-27.6%
+132.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +2.4% | +2.7% | -0.3% | +1.9% |
| 30D | -1.3% | +12.1% | -13.4% | -3.5% |
| 3M | +6.1% | +57.2% | -51.2% | -3.8% |
| 6M | +7.3% | +73.1% | -65.7% | -5.0% |
| YTD | +8.2% | +30.6% | -22.4% | +1.3% |
| 1Y | +14.4% | +13.5% | +0.9% | +8.4% |
| All | +104.5% | -27.6% | +132.1% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling