+371.2%
AVAV vs TD
+802.7%
-431.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.6% | +11.0% | +10.8% |
| 7D | -10.6% | -1.7% | -8.9% | -9.8% |
| 30D | -18.8% | +8.2% | -27.0% | -22.1% |
| 3M | -34.1% | +1.7% | -35.8% | -34.7% |
| 6M | -35.3% | +14.2% | -49.6% | -39.7% |
| YTD | -53.4% | +32.8% | -86.1% | -59.7% |
| 1Y | -65.6% | +55.5% | -121.1% | -72.7% |
| 3Y | -5.1% | +129.6% | -134.7% | -38.4% |
| 5Y | +18.5% | +102.2% | -83.7% | -19.0% |
| 10Y | +369.8% | +306.3% | +63.6% | +126.4% |
| All | +371.2% | +802.7% | -431.5% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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