+345.1%
AVAV vs TXT
+98.8%
+246.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | +9.9% | -0.8% | +10.7% | +10.4% |
| 30D | -5.4% | +13.4% | -18.8% | -11.6% |
| 3M | -36.5% | -2.5% | -34.0% | -35.8% |
| 6M | -25.3% | -6.2% | -19.1% | -22.7% |
| YTD | -48.6% | -1.3% | -47.2% | -48.7% |
| 1Y | -62.1% | +4.3% | -66.4% | -63.3% |
| 3Y | +2.3% | +13.2% | -10.9% | -6.7% |
| 5Y | +35.4% | +12.4% | +23.0% | +21.1% |
| 10Y | +345.1% | +94.8% | +250.3% | +213.6% |
| All | +345.1% | +98.8% | +246.3% | +213.6% |
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