+1.6%
AVAV vs TMF
-30.8%
+32.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -2.3% |
| 7D | 0.0% | -1.1% | +1.0% | +0.1% |
| 30D | -9.9% | +11.8% | -21.7% | -11.3% |
| 3M | -34.7% | -4.0% | -30.7% | -34.5% |
| 6M | -26.6% | -16.5% | -10.1% | -25.2% |
| YTD | -48.9% | -19.9% | -29.0% | -47.6% |
| 1Y | -63.0% | -25.6% | -37.4% | -61.9% |
| 3Y | +1.6% | -29.9% | +31.4% | +9.6% |
| All | +1.6% | -30.8% | +32.3% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling