-18.3%
TOST vs AVTR
+15.8%
-34.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.4% |
| 7D | -0.9% | +7.4% | -8.3% | -2.8% |
| 30D | -3.5% | +12.2% | -15.7% | -6.5% |
| 3M | +38.1% | +57.4% | -19.2% | +20.0% |
| 6M | +9.9% | +86.7% | -76.8% | -9.8% |
| YTD | -6.3% | +33.1% | -39.3% | -15.7% |
| 1Y | -18.3% | +16.1% | -34.5% | -24.8% |
| All | -18.3% | +15.8% | -34.1% | -24.8% |
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