+42.0%
TMUS vs AVTR
-64.3%
+106.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.4% |
| 7D | +0.1% | +2.7% | -2.6% | -0.1% |
| 30D | +5.3% | +12.1% | -6.8% | +4.6% |
| 3M | +3.1% | +57.2% | -54.1% | +0.4% |
| 6M | -16.5% | +73.1% | -89.5% | -19.2% |
| YTD | -9.2% | +30.6% | -39.8% | -10.6% |
| 1Y | -26.5% | +13.5% | -40.0% | -27.1% |
| 3Y | +39.0% | -31.0% | +70.0% | +41.8% |
| All | +42.0% | -64.3% | +106.3% | +58.7% |
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