+95.1%
TFC vs AVTR
-15.2%
+110.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +7.8% | +1.5% | +6.2% | +7.4% |
| 3M | -3.0% | +14.2% | -17.2% | -5.5% |
| 6M | +5.8% | +97.4% | -91.6% | -8.4% |
| YTD | +5.3% | +37.3% | -32.0% | -2.3% |
| 1Y | +15.7% | +36.8% | -21.1% | +7.3% |
| All | +95.1% | -15.2% | +110.2% | +87.4% |
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 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