+41.0%
AVAV vs TXG
-65.4%
+106.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.9% | +1.9% |
| 7D | +3.2% | +9.4% | -6.2% | +1.3% |
| 30D | -20.3% | +26.1% | -46.4% | -24.4% |
| 3M | -19.4% | +124.8% | -144.3% | -32.7% |
| 6M | -35.3% | +215.2% | -250.5% | -49.9% |
| YTD | -38.5% | +302.2% | -340.7% | -55.1% |
| 1Y | -37.2% | +370.9% | -408.1% | -56.1% |
| 3Y | +31.1% | +38.5% | -7.4% | +9.3% |
| 5Y | +41.0% | -64.4% | +105.4% | +16.3% |
| All | +41.0% | -65.4% | +106.4% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling