+290.7%
TSM vs AVTR
-63.6%
+354.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.0% |
| 7D | +6.0% | +7.4% | -1.4% | +4.4% |
| 30D | +4.5% | +12.2% | -7.7% | +1.9% |
| 3M | +3.1% | +57.4% | -54.3% | -7.9% |
| 6M | +30.2% | +86.7% | -56.4% | +11.4% |
| YTD | +45.2% | +33.1% | +12.1% | +33.4% |
| 1Y | +79.6% | +16.1% | +63.4% | +67.2% |
| 3Y | +411.0% | -24.6% | +435.6% | +415.4% |
| 5Y | +290.7% | -63.5% | +354.2% | +369.9% |
| All | +290.7% | -63.6% | +354.3% | +369.9% |
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