+508.8%
AVAV vs TCOM
-9.7%
+518.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.1% |
| 7D | +3.2% | -7.6% | +10.8% | +4.5% |
| 30D | -20.3% | -12.2% | -8.1% | -18.7% |
| 3M | -19.4% | -14.2% | -5.2% | -17.6% |
| 6M | -35.3% | -25.0% | -10.3% | -32.3% |
| YTD | -38.5% | -43.7% | +5.2% | -32.9% |
| 1Y | -37.2% | -44.5% | +7.3% | -31.4% |
| 3Y | +31.1% | +13.4% | +17.7% | +22.8% |
| 5Y | +41.0% | +26.5% | +14.6% | +22.5% |
| 10Y | +508.8% | -10.3% | +519.0% | +431.0% |
| All | +508.8% | -9.7% | +518.5% | +431.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling