+100.4%
AVAV vs TXG
+16.5%
+83.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.0% |
| 7D | 0.0% | -3.7% | +3.6% | +0.8% |
| 30D | -9.9% | -22.0% | +12.1% | -5.7% |
| 3M | -34.7% | +7.4% | -42.1% | -36.8% |
| 6M | -26.6% | +191.2% | -217.8% | -42.5% |
| YTD | -48.9% | +285.7% | -334.6% | -62.8% |
| 1Y | -63.0% | +268.3% | -331.3% | -72.9% |
| 3Y | +1.6% | +77.3% | -75.7% | -20.6% |
| 5Y | +34.5% | -62.3% | +96.8% | +27.7% |
| All | +100.4% | +16.5% | +83.9% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling