-37.2%
AVAV vs TSLQ
-49.0%
+11.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.0% | +10.8% | +1.8% |
| 7D | +3.2% | -8.6% | +11.8% | +2.2% |
| 30D | -20.3% | -24.9% | +4.6% | -22.6% |
| 3M | -19.4% | -1.5% | -17.9% | -18.4% |
| 6M | -35.3% | -18.1% | -17.2% | -35.3% |
| YTD | -38.5% | -0.1% | -38.4% | -36.1% |
| 1Y | -37.2% | -51.4% | +14.2% | -32.9% |
| All | -37.2% | -49.0% | +11.8% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling