+207.7%
TXN vs AVTR
+0.6%
+207.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +4.0% | -1.1% | +5.0% | +4.2% |
| 30D | -2.9% | +6.3% | -9.2% | -4.5% |
| 3M | -9.1% | +53.3% | -62.4% | -19.8% |
| 6M | +36.6% | +78.6% | -42.0% | +14.6% |
| YTD | +57.5% | +29.2% | +28.3% | +43.8% |
| 1Y | +49.5% | +13.8% | +35.7% | +39.3% |
| 3Y | +76.5% | -27.4% | +104.0% | +81.8% |
| 5Y | +62.4% | -65.0% | +127.4% | +107.5% |
| All | +207.7% | +0.6% | +207.1% | +176.4% |
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