+504.5%
AVAV vs TCOM
+405.8%
+98.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.2% | -9.5% | +7.3% | -0.5% |
| 30D | -13.9% | -10.7% | -3.2% | -12.3% |
| 3M | -29.2% | -14.6% | -14.6% | -27.5% |
| 6M | -36.1% | -19.3% | -16.8% | -33.9% |
| YTD | -40.2% | -42.9% | +2.7% | -34.5% |
| 1Y | -36.2% | -43.8% | +7.6% | -30.1% |
| 3Y | +47.5% | +2.1% | +45.4% | +40.9% |
| 5Y | +39.3% | +31.2% | +8.1% | +19.8% |
| 10Y | +482.6% | -13.9% | +496.5% | +412.5% |
| All | +504.5% | +405.8% | +98.6% | +187.4% |
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