+416.1%
AVAV vs TCOM
+443.4%
-27.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | 0.0% | +6.5% | -6.5% | -1.2% |
| 30D | -9.9% | +13.3% | -23.2% | -12.0% |
| 3M | -34.7% | -6.5% | -28.3% | -34.1% |
| 6M | -26.6% | -16.3% | -10.3% | -24.8% |
| YTD | -48.9% | -38.7% | -10.2% | -44.9% |
| 1Y | -63.0% | -40.1% | -22.9% | -60.0% |
| 3Y | +1.6% | +30.6% | -29.1% | -7.1% |
| 5Y | +34.5% | +45.8% | -11.3% | +13.5% |
| 10Y | +359.3% | +8.1% | +351.2% | +287.5% |
| All | +416.1% | +443.4% | -27.3% | +141.8% |
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 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