-69.0%
AVAV vs TMF
-23.9%
-45.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.5% | -10.8% | -9.4% |
| 7D | -10.1% | +4.0% | -14.1% | -11.9% |
| 30D | -18.7% | +19.5% | -38.2% | -26.1% |
| 3M | -33.0% | -3.5% | -29.5% | -31.7% |
| 6M | -37.2% | -10.6% | -26.6% | -33.6% |
| YTD | -53.2% | -17.1% | -36.1% | -46.2% |
| 1Y | -69.0% | -24.3% | -44.7% | -62.6% |
| All | -69.0% | -23.9% | -45.1% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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