+62.2%
AVAV vs TSLQ
-97.6%
+159.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.8% |
| 7D | 0.0% | +4.7% | -4.7% | +1.4% |
| 30D | -9.9% | -5.6% | -4.4% | -9.5% |
| 3M | -34.7% | -34.6% | -0.1% | -36.5% |
| 6M | -26.6% | -11.4% | -15.3% | -25.0% |
| YTD | -48.9% | -14.1% | -34.8% | -47.2% |
| 1Y | -63.0% | -20.7% | -42.3% | -61.9% |
| 3Y | +1.6% | -96.9% | +98.4% | -12.4% |
| All | +62.2% | -97.6% | +159.9% | +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