+393.8%
TT vs AVTR
+5.6%
+388.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.0% | +0.5% | +3.6% | +4.0% |
| 30D | -11.3% | -1.0% | -10.3% | -11.1% |
| 3M | -12.3% | +12.2% | -24.5% | -14.5% |
| 6M | -10.8% | +97.5% | -108.3% | -24.0% |
| YTD | +8.2% | +35.6% | -27.4% | -0.5% |
| 1Y | +1.5% | +32.8% | -31.4% | -6.4% |
| 3Y | +91.5% | -16.5% | +108.0% | +88.2% |
| 5Y | +130.2% | -59.1% | +189.3% | +169.6% |
| All | +393.8% | +5.6% | +388.3% | +335.3% |
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