+1,171.1%
TSM vs AVTR
+1.1%
+1,170.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | +4.8% | +1.6% | +3.2% | +4.3% |
| 30D | +4.0% | +8.4% | -4.3% | +1.9% |
| 3M | +2.0% | +50.2% | -48.2% | -9.3% |
| 6M | +25.5% | +82.6% | -57.1% | +5.6% |
| YTD | +44.0% | +29.8% | +14.2% | +31.6% |
| 1Y | +75.4% | +16.0% | +59.4% | +61.9% |
| 3Y | +406.7% | -26.4% | +433.2% | +413.3% |
| 5Y | +285.0% | -64.5% | +349.4% | +375.1% |
| All | +1,171.1% | +1.1% | +1,170.0% | +1,065.8% |
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 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