+19.6%
AVAV vs TMF
-88.0%
+107.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.2% | +10.6% | +10.5% |
| 7D | -10.6% | +1.2% | -11.8% | -10.7% |
| 30D | -18.8% | +19.7% | -38.5% | -20.4% |
| 3M | -34.1% | -2.1% | -32.0% | -34.0% |
| 6M | -35.3% | -13.4% | -21.9% | -34.4% |
| YTD | -53.4% | -16.7% | -36.6% | -52.5% |
| 1Y | -65.6% | -23.3% | -42.3% | -64.8% |
| 3Y | -5.1% | -24.8% | +19.8% | -4.1% |
| All | +19.6% | -88.0% | +107.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling