+379.1%
AVAV vs TXT
+115.3%
+263.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.2% | +10.4% | +11.4% |
| 7D | +3.2% | -3.5% | +6.7% | +5.3% |
| 30D | -7.4% | +15.2% | -22.6% | -14.2% |
| 3M | -32.0% | -4.5% | -27.5% | -30.4% |
| 6M | -24.6% | -6.1% | -18.4% | -22.0% |
| YTD | -47.5% | -2.0% | -45.6% | -47.5% |
| 1Y | -61.5% | +4.2% | -65.7% | -62.7% |
| 3Y | +5.5% | +14.4% | -8.9% | -4.3% |
| 5Y | +35.7% | +12.3% | +23.4% | +21.5% |
| 10Y | +379.1% | +101.8% | +277.3% | +234.5% |
| All | +379.1% | +115.3% | +263.7% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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