+27.9%
AVAV vs TSLQ
-95.6%
+123.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -0.5% |
| 7D | -2.2% | -5.8% | +3.6% | -2.6% |
| 30D | -13.9% | -22.1% | +8.2% | -15.5% |
| 3M | -29.2% | +10.1% | -39.3% | -27.3% |
| 6M | -36.1% | -6.8% | -29.4% | -34.9% |
| YTD | -40.2% | +8.5% | -48.7% | -37.7% |
| 1Y | -36.2% | -49.7% | +13.5% | -37.0% |
| All | +27.9% | -95.6% | +123.5% | +17.2% |
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