+1,106.5%
TTMI vs AVTR
+1.7%
+1,104.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.3% | +9.3% |
| 7D | +5.9% | +2.7% | +3.2% | +5.0% |
| 30D | -4.3% | +12.1% | -16.4% | -7.6% |
| 3M | -32.0% | +57.2% | -89.3% | -42.1% |
| 6M | +19.5% | +73.1% | -53.6% | -1.7% |
| YTD | +82.0% | +30.6% | +51.4% | +62.9% |
| 1Y | +172.6% | +13.5% | +159.1% | +148.3% |
| 3Y | +744.7% | -31.0% | +775.7% | +780.9% |
| 5Y | +805.6% | -63.2% | +868.8% | +1,035.3% |
| All | +1,106.5% | +1.7% | +1,104.8% | +850.3% |
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