-22.5%
TNA vs AVTR
-64.7%
+42.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.6% | -2.0% | -5.6% | -6.2% |
| 30D | -13.6% | +8.1% | -21.7% | -18.5% |
| 3M | +2.8% | +54.2% | -51.4% | -28.8% |
| 6M | +34.5% | +82.6% | -48.1% | -19.1% |
| YTD | +41.0% | +29.8% | +11.2% | +9.7% |
| 1Y | +52.0% | +18.0% | +34.0% | +19.2% |
| 3Y | +103.5% | -26.4% | +129.9% | +132.1% |
| 5Y | -22.5% | -64.8% | +42.3% | +78.1% |
| All | -22.5% | -64.7% | +42.1% | +78.1% |
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