+96.1%
AVAV vs TXG
+9.4%
+86.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -1.9% |
| 7D | +18.4% | +1.8% | +16.6% | +18.1% |
| 30D | -4.9% | -17.7% | +12.7% | -1.5% |
| 3M | -37.7% | +2.3% | -40.0% | -39.0% |
| 6M | -28.4% | +182.5% | -210.9% | -43.5% |
| YTD | -50.0% | +262.4% | -312.4% | -63.1% |
| 1Y | -62.6% | +254.1% | -316.7% | -72.3% |
| 3Y | -0.6% | +66.6% | -67.2% | -21.3% |
| 5Y | +31.9% | -64.5% | +96.5% | +26.8% |
| All | +96.1% | +9.4% | +86.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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