+142.7%
TOST vs AVTR
-15.7%
+158.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -4.7% | +3.2% | -7.8% | -5.4% |
| 30D | +8.5% | +0.5% | +8.1% | +8.2% |
| 3M | -1.6% | +12.1% | -13.7% | -4.7% |
| 6M | +44.1% | +91.2% | -47.1% | +20.3% |
| YTD | -5.6% | +36.3% | -41.9% | -14.5% |
| 1Y | -12.6% | +35.2% | -47.8% | -20.8% |
| All | +142.7% | -15.7% | +158.5% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling