+38.5%
TNA vs AVTR
+37.4%
+1.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.2% |
| 7D | +2.4% | -6.2% | +8.7% | +5.1% |
| 30D | -0.9% | -1.0% | +0.1% | -0.6% |
| 3M | -19.2% | +14.4% | -33.6% | -23.7% |
| 6M | -0.8% | +95.9% | -96.7% | -32.1% |
| YTD | +33.2% | +36.6% | -3.4% | +10.0% |
| 1Y | +38.5% | +35.1% | +3.4% | +16.5% |
| All | +38.5% | +37.4% | +1.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling