+46.3%
AVAV vs TLN
+583.6%
-537.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.7% |
| 7D | -2.2% | +7.1% | -9.3% | -3.9% |
| 30D | -13.9% | -3.9% | -10.0% | -13.1% |
| 3M | -29.2% | -16.2% | -13.1% | -27.1% |
| 6M | -36.1% | -5.8% | -30.3% | -36.4% |
| YTD | -40.2% | -15.4% | -24.8% | -39.2% |
| 1Y | -36.2% | -16.7% | -19.5% | -35.1% |
| 3Y | +47.5% | +473.8% | -426.2% | -15.2% |
| All | +46.3% | +583.6% | -537.2% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling