+140.0%
TRV vs AVTR
-26.6%
+166.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | -2.0% | +0.6% | -1.4% |
| 30D | -1.8% | +8.1% | -9.9% | -2.2% |
| 3M | +21.6% | +54.2% | -32.6% | +18.2% |
| 6M | +22.5% | +82.6% | -60.1% | +17.4% |
| YTD | +28.1% | +29.8% | -1.7% | +26.0% |
| 1Y | +37.0% | +18.0% | +19.0% | +34.8% |
| All | +140.0% | -26.6% | +166.7% | +152.8% |
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 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