+511.1%
AVAV vs TMF
-68.9%
+580.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -2.2% | -1.4% | -0.8% | -2.4% |
| 30D | -13.9% | -2.8% | -11.1% | -14.2% |
| 3M | -29.2% | -10.9% | -18.3% | -30.1% |
| 6M | -36.1% | -21.3% | -14.8% | -37.8% |
| YTD | -40.2% | -15.9% | -24.3% | -41.3% |
| 1Y | -36.2% | -15.7% | -20.5% | -37.4% |
| 3Y | +47.5% | -43.4% | +90.9% | +40.4% |
| 5Y | +39.3% | -87.8% | +127.0% | +5.6% |
| 10Y | +482.6% | -86.7% | +569.3% | +391.0% |
| All | +511.1% | -68.9% | +580.0% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling