+90.0%
AVAV vs TSLQ
-97.0%
+187.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -0.4% |
| 7D | -2.2% | -5.8% | +3.6% | -2.6% |
| 30D | -13.9% | -22.1% | +8.2% | -15.7% |
| 3M | -29.2% | +10.1% | -39.3% | -27.0% |
| 6M | -36.1% | -6.8% | -29.4% | -34.7% |
| YTD | -40.2% | +8.5% | -48.7% | -37.4% |
| 1Y | -36.2% | -49.7% | +13.5% | -37.3% |
| 3Y | +47.5% | -95.6% | +143.2% | +31.5% |
| All | +90.0% | -97.0% | +187.1% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling