+9.2%
TT vs AVTR
+16.8%
-7.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.6% |
| 7D | -0.2% | +2.7% | -2.9% | -0.3% |
| 30D | -7.4% | +12.1% | -19.4% | -7.6% |
| 3M | -3.2% | +57.2% | -60.4% | -5.6% |
| 6M | +1.1% | +73.1% | -72.0% | -2.2% |
| YTD | +15.6% | +30.6% | -15.0% | +12.9% |
| 1Y | +9.2% | +13.5% | -4.3% | +5.8% |
| All | +9.2% | +16.8% | -7.6% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling