-60.2%
AVAV vs TLN
+1.6%
-61.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -1.9% |
| 7D | +4.2% | +11.0% | -6.8% | +1.2% |
| 30D | -2.6% | +4.9% | -7.5% | -4.2% |
| 3M | -38.0% | +4.9% | -42.9% | -39.1% |
| 6M | -27.0% | +7.1% | -34.1% | -30.4% |
| YTD | -51.4% | +0.3% | -51.7% | -54.2% |
| 1Y | -60.2% | +5.9% | -66.1% | -63.0% |
| All | -60.2% | +1.6% | -61.8% | -63.0% |
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