+371.2%
AVAV vs TCOM
+447.0%
-75.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.3% | +9.2% | +10.2% |
| 7D | -10.6% | +12.1% | -22.7% | -12.4% |
| 30D | -18.8% | +16.5% | -35.3% | -21.0% |
| 3M | -34.1% | -4.0% | -30.1% | -33.8% |
| 6M | -35.3% | -18.5% | -16.8% | -33.4% |
| YTD | -53.4% | -38.3% | -15.1% | -49.8% |
| 1Y | -65.6% | -36.6% | -29.0% | -63.2% |
| 3Y | -5.1% | +31.1% | -36.2% | -13.3% |
| 5Y | +18.5% | +47.6% | -29.1% | -0.2% |
| 10Y | +369.8% | +5.1% | +364.8% | +298.2% |
| All | +371.2% | +447.0% | -75.8% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling