-39.0%
AVAV vs TXG
+385.8%
-424.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -7.9% | -6.0% |
| 7D | -3.2% | +9.1% | -12.3% | -5.2% |
| 30D | -25.6% | +14.9% | -40.4% | -28.2% |
| 3M | -20.2% | +120.0% | -140.2% | -34.7% |
| 6M | -38.1% | +221.8% | -259.9% | -53.9% |
| YTD | -41.8% | +312.6% | -354.4% | -60.2% |
| 1Y | -39.0% | +398.4% | -437.5% | -59.5% |
| All | -39.0% | +385.8% | -424.9% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling