+401.9%
TT vs AVTR
+6.9%
+395.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.7% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | -11.0% | +1.5% | -12.6% | -11.3% |
| 3M | -12.0% | +14.2% | -26.2% | -14.5% |
| 6M | -10.4% | +97.4% | -107.8% | -23.6% |
| YTD | +9.9% | +37.3% | -27.3% | +0.8% |
| 1Y | +1.5% | +36.8% | -35.3% | -7.0% |
| 3Y | +93.7% | -15.2% | +109.0% | +89.7% |
| 5Y | +139.2% | -59.2% | +198.4% | +180.5% |
| All | +401.9% | +6.9% | +395.1% | +341.3% |
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 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