+611.6%
TTMI vs AVTR
+5.6%
+606.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | +11.4% | +0.5% | +10.9% | +11.4% |
| 30D | -28.3% | -1.0% | -27.3% | -27.8% |
| 3M | -46.7% | +12.2% | -58.9% | -48.4% |
| 6M | -56.1% | +97.5% | -153.6% | -65.2% |
| YTD | +7.4% | +35.6% | -28.2% | -4.8% |
| 1Y | +17.4% | +32.8% | -15.4% | +4.6% |
| 3Y | +429.1% | -16.5% | +445.6% | +418.1% |
| 5Y | +418.8% | -59.1% | +477.9% | +532.9% |
| All | +611.6% | +5.6% | +606.1% | +455.4% |
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