-4.0%
AVAV vs TDY
+69.3%
-73.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.4% |
| 7D | +18.4% | +9.4% | +8.9% | +9.8% |
| 30D | -4.9% | +5.9% | -10.9% | -8.7% |
| 3M | -37.7% | -5.7% | -32.0% | -34.0% |
| 6M | -28.4% | +2.4% | -30.9% | -28.4% |
| YTD | -50.0% | +26.8% | -76.8% | -56.5% |
| 1Y | -62.6% | +24.7% | -87.3% | -67.1% |
| All | -4.0% | +69.3% | -73.3% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling