-30.1%
TOST vs AVTR
-58.7%
+28.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -4.7% | +3.2% | -7.8% | -5.9% |
| 30D | +8.5% | +0.5% | +8.1% | +8.0% |
| 3M | -1.6% | +12.1% | -13.7% | -6.6% |
| 6M | +44.1% | +91.2% | -47.1% | +7.4% |
| YTD | -5.6% | +36.3% | -41.9% | -19.3% |
| 1Y | -12.6% | +35.2% | -47.8% | -25.2% |
| 3Y | +137.6% | -15.8% | +153.4% | +122.7% |
| All | -30.1% | -58.7% | +28.6% | +28.8% |
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 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