+1,152.3%
TSM vs AVTR
+1.7%
+1,150.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.2% |
| 7D | +2.7% | +2.7% | +0.1% | +2.0% |
| 30D | +3.6% | +12.1% | -8.4% | +0.6% |
| 3M | -3.4% | +57.2% | -60.6% | -15.1% |
| 6M | +20.6% | +73.1% | -52.4% | +2.9% |
| YTD | +41.9% | +30.6% | +11.2% | +29.4% |
| 1Y | +84.4% | +13.5% | +70.9% | +71.2% |
| 3Y | +380.2% | -31.0% | +411.2% | +396.4% |
| 5Y | +275.3% | -63.2% | +338.6% | +358.5% |
| All | +1,152.3% | +1.7% | +1,150.6% | +1,046.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling