+504.5%
AVAV vs TD
+790.9%
-286.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -13.9% | +0.4% | -14.3% | -14.0% |
| 3M | -29.2% | +7.6% | -36.9% | -32.1% |
| 6M | -36.1% | +25.0% | -61.1% | -43.1% |
| YTD | -40.2% | +31.0% | -71.2% | -48.0% |
| 1Y | -36.2% | +65.2% | -101.4% | -50.8% |
| 3Y | +47.5% | +122.5% | -75.0% | -3.0% |
| 5Y | +39.3% | +124.8% | -85.5% | -9.8% |
| 10Y | +482.6% | +298.2% | +184.3% | +183.7% |
| All | +504.5% | +790.9% | -286.4% | +122.9% |
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