+1,114.6%
TTMI vs AVTR
+0.6%
+1,114.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.5% |
| 7D | +0.7% | -1.1% | +1.7% | +1.0% |
| 30D | -8.4% | +6.3% | -14.8% | -10.2% |
| 3M | -32.5% | +53.3% | -85.8% | -42.0% |
| 6M | +32.5% | +78.6% | -46.2% | +7.8% |
| YTD | +83.2% | +29.2% | +54.0% | +64.5% |
| 1Y | +161.7% | +13.8% | +147.8% | +138.2% |
| 3Y | +890.1% | -27.4% | +917.6% | +912.6% |
| 5Y | +832.4% | -65.0% | +897.5% | +1,090.5% |
| All | +1,114.6% | +0.6% | +1,114.0% | +859.8% |
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 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