-35.3%
AVAV vs TLN
-15.5%
-19.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.1% | +3.4% | +8.7% |
| 7D | -10.6% | -1.3% | -9.3% | -10.4% |
| 30D | -18.8% | -10.5% | -8.3% | -17.4% |
| 3M | -34.1% | +0.1% | -34.2% | -33.9% |
| 6M | -35.3% | -17.4% | -17.9% | -33.3% |
| All | -35.3% | -15.5% | -19.9% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling