-63.0%
AVAV vs TMF
-25.6%
-37.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -0.9% |
| 7D | 0.0% | -1.1% | +1.0% | +0.3% |
| 30D | -9.9% | +11.8% | -21.7% | -15.6% |
| 3M | -34.7% | -4.0% | -30.7% | -33.6% |
| 6M | -26.6% | -16.5% | -10.1% | -19.2% |
| YTD | -48.9% | -19.9% | -29.0% | -39.9% |
| 1Y | -63.0% | -25.6% | -37.4% | -53.7% |
| All | -63.0% | -25.6% | -37.4% | -53.7% |
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