-69.0%
AVAV vs TCOM
-39.6%
-29.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.2% | -11.5% | -8.9% |
| 7D | -10.1% | +10.7% | -20.8% | -12.0% |
| 30D | -18.7% | +10.1% | -28.8% | -20.4% |
| 3M | -33.0% | -8.9% | -24.1% | -31.5% |
| 6M | -37.2% | -19.2% | -18.0% | -33.3% |
| YTD | -53.2% | -40.6% | -12.6% | -51.0% |
| 1Y | -69.0% | -39.0% | -29.9% | -67.8% |
| All | -69.0% | -39.6% | -29.4% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling