+19.6%
AVAV vs TXT
+7.8%
+11.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.4% | +11.6% |
| 7D | -10.6% | -2.5% | -8.1% | -9.4% |
| 30D | -18.8% | +14.4% | -33.2% | -24.8% |
| 3M | -34.1% | -4.9% | -29.2% | -32.3% |
| 6M | -35.3% | -10.2% | -25.1% | -31.4% |
| YTD | -53.4% | -4.1% | -49.3% | -52.9% |
| 1Y | -65.6% | +4.0% | -69.6% | -66.8% |
| 3Y | -5.1% | +8.0% | -13.0% | -12.5% |
| All | +19.6% | +7.8% | +11.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling