+1,060.7%
TSM vs AVTR
+5.8%
+1,054.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.2% | +2.6% |
| 7D | -2.1% | -0.1% | -1.9% | -1.9% |
| 30D | -12.5% | -0.6% | -11.9% | -12.3% |
| 3M | -5.0% | +13.4% | -18.4% | -8.0% |
| 6M | -3.2% | +87.4% | -90.6% | -19.0% |
| YTD | +31.5% | +35.9% | -4.4% | +18.8% |
| 1Y | +35.7% | +35.4% | +0.3% | +22.4% |
| 3Y | +323.5% | -16.1% | +339.6% | +313.5% |
| 5Y | +263.4% | -59.4% | +322.7% | +332.7% |
| All | +1,060.7% | +5.8% | +1,054.9% | +952.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling