+308.9%
AVAV vs TDY
+434.3%
-125.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.4% |
| 7D | +4.2% | +4.1% | +0.2% | +1.7% |
| 30D | -2.6% | +5.7% | -8.3% | -5.2% |
| 3M | -38.0% | -4.4% | -33.5% | -35.5% |
| 6M | -27.0% | +1.2% | -28.2% | -26.2% |
| YTD | -51.4% | +26.0% | -77.5% | -56.9% |
| 1Y | -60.2% | +27.4% | -87.6% | -64.9% |
| 3Y | -6.7% | +67.5% | -74.2% | -30.6% |
| 5Y | +28.3% | +44.9% | -16.6% | +2.4% |
| All | +308.9% | +434.3% | -125.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling