+85.0%
AVAV vs TSLQ
-97.3%
+182.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.3% |
| 7D | -3.2% | -8.0% | +4.8% | -3.8% |
| 30D | -25.6% | -23.8% | -1.8% | -27.3% |
| 3M | -20.2% | -7.0% | -13.2% | -19.6% |
| 6M | -38.1% | -17.1% | -20.9% | -37.5% |
| YTD | -41.8% | +0.1% | -41.8% | -39.6% |
| 1Y | -39.0% | -51.2% | +12.1% | -40.3% |
| 3Y | +24.1% | -95.9% | +120.0% | +10.1% |
| All | +85.0% | -97.3% | +182.2% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling