+24.9%
AVAV vs TLN
+678.8%
-653.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -9.9% | -4.6% | -5.3% | -8.9% |
| 3M | -34.7% | +5.2% | -39.9% | -35.8% |
| 6M | -26.6% | -6.5% | -20.1% | -26.6% |
| YTD | -48.9% | -3.6% | -45.3% | -49.9% |
| 1Y | -63.0% | -8.2% | -54.8% | -63.4% |
| 3Y | +1.6% | +559.7% | -558.1% | -44.2% |
| All | +24.9% | +678.8% | -653.9% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling