-62.1%
AVAV vs TMF
-26.6%
-35.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +9.9% | -3.4% | +13.2% | +11.6% |
| 30D | -5.4% | +11.5% | -16.9% | -11.3% |
| 3M | -36.5% | -4.5% | -32.0% | -35.2% |
| 6M | -25.3% | -15.0% | -10.3% | -18.6% |
| YTD | -48.6% | -19.9% | -28.7% | -39.3% |
| 1Y | -62.1% | -26.6% | -35.5% | -52.8% |
| All | -62.1% | -26.6% | -35.5% | -52.8% |
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