+56.4%
TXN vs AVTR
-64.7%
+121.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.0% | -2.0% | +4.0% | +2.4% |
| 30D | -8.0% | +8.1% | -16.0% | -9.5% |
| 3M | -7.8% | +54.2% | -62.0% | -16.7% |
| 6M | +32.4% | +82.6% | -50.2% | +14.2% |
| YTD | +51.7% | +29.8% | +21.9% | +41.3% |
| 1Y | +44.3% | +18.0% | +26.3% | +35.7% |
| 3Y | +71.3% | -26.4% | +97.7% | +77.6% |
| 5Y | +56.4% | -64.8% | +121.3% | +103.4% |
| All | +56.4% | -64.7% | +121.1% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling