+5.5%
AVAV vs TLN
+563.3%
-557.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.2% | +5.4% | +10.7% |
| 7D | +3.2% | +9.1% | -5.9% | +1.2% |
| 30D | -7.4% | -4.1% | -3.3% | -6.5% |
| 3M | -32.0% | +4.4% | -36.4% | -33.0% |
| 6M | -24.6% | -6.0% | -18.5% | -24.7% |
| YTD | -47.5% | -3.1% | -44.4% | -48.6% |
| 1Y | -61.5% | -6.1% | -55.4% | -62.1% |
| 3Y | +5.5% | +575.3% | -569.9% | -45.7% |
| All | +5.5% | +563.3% | -557.8% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling