+1,067.3%
TSM vs AVTR
+5.6%
+1,061.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +6.2% | +0.5% | +5.8% | +6.1% |
| 30D | -7.3% | -1.0% | -6.3% | -7.0% |
| 3M | -7.1% | +12.2% | -19.3% | -9.8% |
| 6M | +0.2% | +97.5% | -97.2% | -17.2% |
| YTD | +32.2% | +35.6% | -3.4% | +19.5% |
| 1Y | +42.8% | +32.8% | +10.0% | +29.5% |
| 3Y | +330.4% | -16.5% | +346.9% | +320.8% |
| 5Y | +263.9% | -59.1% | +323.1% | +332.7% |
| All | +1,067.3% | +5.6% | +1,061.7% | +959.0% |
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