-69.0%
AVAV vs TLN
-17.6%
-51.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -8.5% | +0.2% | -6.2% |
| 7D | -10.1% | -6.0% | -4.1% | -8.6% |
| 30D | -18.7% | -1.5% | -17.2% | -18.5% |
| 3M | -33.0% | -3.9% | -29.1% | -32.6% |
| 6M | -37.2% | -15.0% | -22.1% | -35.9% |
| YTD | -53.2% | -12.8% | -40.4% | -54.3% |
| 1Y | -69.0% | -17.3% | -51.7% | -68.6% |
| All | -69.0% | -17.6% | -51.4% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling