-63.0%
AVAV vs TLN
-8.6%
-54.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -9.9% | -4.6% | -5.3% | -9.1% |
| 3M | -34.7% | +5.2% | -39.9% | -35.9% |
| 6M | -26.6% | -6.5% | -20.1% | -27.1% |
| YTD | -48.9% | -3.6% | -45.3% | -51.4% |
| 1Y | -63.0% | -8.2% | -54.8% | -63.5% |
| All | -63.0% | -8.6% | -54.4% | -63.5% |
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