+5.5%
AVAV vs TSLQ
-96.8%
+102.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -11.1% | +23.7% | +11.3% |
| 7D | +3.2% | +8.5% | -5.3% | +4.9% |
| 30D | -7.4% | -4.8% | -2.6% | -6.9% |
| 3M | -32.0% | -34.9% | +2.9% | -33.7% |
| 6M | -24.6% | -10.6% | -13.9% | -23.0% |
| YTD | -47.5% | -13.4% | -34.1% | -45.9% |
| 1Y | -61.5% | -25.9% | -35.6% | -60.7% |
| 3Y | +5.5% | -96.9% | +102.4% | -2.6% |
| All | +5.5% | -96.8% | +102.2% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling