+40.4%
AVAV vs TCOM
+30.8%
+9.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.2% | -9.5% | +7.3% | -1.1% |
| 30D | -13.9% | -10.7% | -3.2% | -12.8% |
| 3M | -29.2% | -14.6% | -14.6% | -28.1% |
| 6M | -36.1% | -19.3% | -16.8% | -34.6% |
| YTD | -40.2% | -42.9% | +2.7% | -36.7% |
| 1Y | -36.2% | -43.8% | +7.6% | -32.4% |
| 3Y | +47.5% | +2.1% | +45.4% | +43.7% |
| All | +40.4% | +30.8% | +9.6% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling