-10.4%
TSCO vs AVTR
-64.6%
+54.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -5.7% | -1.1% | -4.6% | -5.5% |
| 30D | -8.8% | +6.3% | -15.1% | -9.8% |
| 3M | +6.3% | +53.3% | -47.0% | -1.8% |
| 6M | -32.3% | +78.6% | -110.9% | -39.3% |
| YTD | -32.7% | +29.2% | -61.9% | -36.4% |
| 1Y | -43.7% | +13.8% | -57.5% | -46.2% |
| 3Y | -19.7% | -27.4% | +7.8% | -18.7% |
| All | -10.4% | -64.6% | +54.2% | +9.7% |
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 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