-65.6%
AVAV vs TLN
-13.3%
-52.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.1% | +3.4% | +8.5% |
| 7D | -10.6% | -1.3% | -9.3% | -10.2% |
| 30D | -18.8% | -10.5% | -8.3% | -16.7% |
| 3M | -34.1% | +0.1% | -34.2% | -34.3% |
| 6M | -35.3% | -17.4% | -17.9% | -33.3% |
| YTD | -53.4% | -9.7% | -43.7% | -54.8% |
| 1Y | -65.6% | -12.3% | -53.4% | -65.8% |
| All | -65.6% | -13.3% | -52.4% | -65.8% |
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