+82.5%
AVAV vs TW
+294.9%
-212.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +9.9% | +2.8% | +7.0% | +9.0% |
| 30D | -5.4% | +18.1% | -23.5% | -10.1% |
| 3M | -36.5% | +25.2% | -61.8% | -41.0% |
| 6M | -25.3% | +19.1% | -44.4% | -30.0% |
| YTD | -48.6% | +21.9% | -70.5% | -52.2% |
| 1Y | -62.1% | +18.9% | -81.0% | -64.5% |
| 3Y | +2.3% | +41.7% | -39.4% | -11.0% |
| 5Y | +35.4% | +40.4% | -5.0% | +13.2% |
| All | +82.5% | +294.9% | -212.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling