-4.7%
TOST vs AVTR
+35.2%
-39.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | +9.4% | -3.6% | +13.1% | +10.5% |
| 30D | +13.5% | +0.8% | +12.7% | +13.0% |
| 3M | -0.1% | +17.4% | -17.5% | -5.2% |
| 6M | +22.5% | +83.5% | -61.0% | -2.4% |
| YTD | -2.4% | +35.0% | -37.4% | -13.6% |
| 1Y | -4.7% | +36.7% | -41.4% | -16.2% |
| All | -4.7% | +35.2% | -39.9% | -16.2% |
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 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