+504.5%
AVAV vs TXT
+81.9%
+422.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -2.2% | -4.8% | +2.6% | -0.7% |
| 30D | -13.9% | -10.6% | -3.3% | -10.7% |
| 3M | -29.2% | -13.2% | -16.1% | -25.8% |
| 6M | -36.1% | -20.3% | -15.8% | -31.3% |
| YTD | -40.2% | -9.3% | -30.9% | -38.5% |
| 1Y | -36.2% | -2.7% | -33.5% | -35.7% |
| 3Y | +47.5% | +1.4% | +46.1% | +45.7% |
| 5Y | +39.3% | +9.6% | +29.7% | +33.4% |
| 10Y | +482.6% | +94.9% | +387.7% | +362.0% |
| All | +504.5% | +81.9% | +422.5% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling