+345.1%
AVAV vs TMF
-81.8%
+426.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +9.9% | -3.4% | +13.2% | +9.8% |
| 30D | -5.4% | +11.5% | -16.9% | -5.1% |
| 3M | -36.5% | -4.5% | -32.0% | -36.6% |
| 6M | -25.3% | -15.0% | -10.3% | -25.6% |
| YTD | -48.6% | -19.9% | -28.7% | -48.9% |
| 1Y | -62.1% | -26.6% | -35.5% | -62.5% |
| 3Y | +2.3% | -29.8% | +32.1% | +2.0% |
| 5Y | +35.4% | -88.2% | +123.6% | +8.3% |
| 10Y | +345.1% | -81.4% | +426.5% | +318.6% |
| All | +345.1% | -81.8% | +426.8% | +318.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling