+358.4%
AVAV vs TMF
-84.4%
+442.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.2% | +10.6% | +10.5% |
| 7D | -10.6% | +1.2% | -11.8% | -10.5% |
| 30D | -18.8% | +19.7% | -38.5% | -18.3% |
| 3M | -34.1% | -2.1% | -32.0% | -34.1% |
| 6M | -35.3% | -13.4% | -21.9% | -35.7% |
| YTD | -53.4% | -16.7% | -36.6% | -53.7% |
| 1Y | -65.6% | -23.3% | -42.3% | -66.0% |
| 3Y | -5.1% | -24.8% | +19.8% | -5.1% |
| 5Y | +18.5% | -88.0% | +106.6% | -6.8% |
| All | +358.4% | -84.4% | +442.8% | +306.6% |
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