+429.2%
TT vs AVTR
+1.7%
+427.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.6% |
| 30D | -7.2% | +12.1% | -19.2% | -9.4% |
| 3M | -3.0% | +57.2% | -60.2% | -12.8% |
| 6M | +1.4% | +73.1% | -71.7% | -11.2% |
| YTD | +15.9% | +30.6% | -14.7% | +7.5% |
| 1Y | +9.4% | +13.5% | -4.1% | +3.1% |
| 3Y | +124.4% | -31.0% | +155.4% | +131.6% |
| 5Y | +138.0% | -63.2% | +201.2% | +185.5% |
| All | +429.2% | +1.7% | +427.5% | +370.5% |
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