+63.4%
AVAV vs TSLQ
-97.8%
+161.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | 0.0% |
| 7D | +9.9% | -7.3% | +17.2% | +9.7% |
| 30D | -5.4% | -13.2% | +7.8% | -5.9% |
| 3M | -36.5% | -37.6% | +1.1% | -38.6% |
| 6M | -25.3% | -9.3% | -15.9% | -23.4% |
| YTD | -48.6% | -19.1% | -29.5% | -47.2% |
| 1Y | -62.1% | -27.2% | -34.9% | -61.3% |
| 3Y | +2.3% | -97.1% | +99.4% | -12.4% |
| All | +63.4% | -97.8% | +161.2% | +49.4% |
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