+27.9%
AVAV vs TCOM
+13.4%
+14.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.2% | -9.5% | +7.3% | -1.0% |
| 30D | -13.9% | -10.7% | -3.2% | -12.8% |
| 3M | -29.2% | -14.6% | -14.6% | -28.0% |
| 6M | -36.1% | -19.3% | -16.8% | -34.5% |
| YTD | -40.2% | -42.9% | +2.7% | -37.0% |
| 1Y | -36.2% | -43.8% | +7.6% | -32.7% |
| All | +27.9% | +13.4% | +14.5% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling