+10.6%
TMO vs AVTR
-64.6%
+75.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.6% | -1.1% | +0.4% | -0.3% |
| 30D | +1.1% | +6.3% | -5.2% | -1.4% |
| 3M | +28.3% | +53.3% | -25.0% | +6.2% |
| 6M | +23.3% | +78.6% | -55.4% | -4.5% |
| YTD | +5.5% | +29.2% | -23.8% | -7.4% |
| 1Y | +24.5% | +13.8% | +10.7% | +11.9% |
| 3Y | +19.6% | -27.4% | +47.0% | +24.6% |
| All | +10.6% | -64.6% | +75.2% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling