-1.2%
AVAV vs TXT
+13.4%
-14.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.9% |
| 3M | -36.5% | -2.5% | -34.0% | -35.6% |
| 6M | -25.3% | -6.2% | -19.1% | -22.6% |
| YTD | -48.6% | -1.3% | -47.2% | -49.0% |
| 1Y | -62.1% | +4.3% | -66.4% | -63.5% |
| All | -1.2% | +13.4% | -14.6% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling