-62.0%
AVAV vs TLN
-8.1%
-53.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.2% | +5.4% | +10.4% |
| 7D | +3.2% | +9.1% | -5.9% | +0.9% |
| 30D | -7.4% | -4.1% | -3.3% | -6.7% |
| 3M | -32.0% | +4.4% | -36.4% | -33.1% |
| 6M | -24.6% | -6.0% | -18.5% | -25.2% |
| YTD | -47.5% | -3.1% | -44.4% | -50.1% |
| All | -62.0% | -8.1% | -53.9% | -62.5% |
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