+331.3%
AVAV vs TMF
-69.1%
+400.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.6% | -10.4% | -9.8% |
| 7D | -24.3% | +2.7% | -27.0% | -24.1% |
| 30D | -28.9% | +19.3% | -48.2% | -27.6% |
| 3M | -39.3% | -3.7% | -35.6% | -39.4% |
| 6M | -38.8% | -11.3% | -27.4% | -39.5% |
| YTD | -57.8% | -16.6% | -41.2% | -58.6% |
| 1Y | -70.9% | -21.1% | -49.8% | -71.6% |
| 3Y | -14.8% | -26.8% | +12.0% | -16.2% |
| 5Y | +7.3% | -88.0% | +95.3% | -19.2% |
| 10Y | +325.3% | -84.7% | +410.0% | +268.2% |
| All | +331.3% | -69.1% | +400.4% | +336.2% |
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