+53.0%
AVAV vs TDY
+33.5%
+19.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -4.1% |
| 7D | -3.2% | -1.8% | -1.3% | -1.8% |
| 30D | -25.6% | -13.8% | -11.8% | -16.8% |
| 3M | -20.2% | -3.9% | -16.4% | -17.1% |
| 6M | -38.1% | -9.0% | -29.1% | -32.8% |
| YTD | -41.8% | +16.5% | -58.3% | -46.2% |
| 1Y | -39.0% | +9.3% | -48.3% | -41.4% |
| 3Y | +24.1% | +45.1% | -21.0% | -0.4% |
| 5Y | +53.0% | +35.0% | +18.1% | +22.4% |
| All | +53.0% | +33.5% | +19.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling