+15.6%
TMUS vs AVTR
-15.6%
+31.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.9% |
| 7D | +3.6% | -3.6% | +7.2% | +3.6% |
| 30D | -3.4% | +0.8% | -4.1% | -3.5% |
| 3M | -9.5% | +17.4% | -26.8% | -9.9% |
| 6M | -15.2% | +83.5% | -98.7% | -16.5% |
| YTD | -18.9% | +35.0% | -53.9% | -19.3% |
| 1Y | -17.7% | +36.7% | -54.4% | -18.2% |
| 3Y | +15.6% | -15.3% | +31.0% | +18.2% |
| All | +15.6% | -15.6% | +31.2% | +18.2% |
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 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