+529.5%
TDG vs AVAV
+520.8%
+8.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -0.7% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -9.3% | -25.0% | +15.7% | -4.5% |
| 3M | -7.1% | -15.0% | +7.9% | -5.5% |
| 6M | -11.2% | -33.6% | +22.5% | -6.5% |
| YTD | -15.3% | -39.2% | +23.9% | -11.4% |
| 1Y | -12.5% | -40.5% | +28.0% | -9.2% |
| 3Y | +51.2% | +29.6% | +21.6% | +23.8% |
| 5Y | +126.1% | +56.7% | +69.4% | +66.4% |
| All | +529.5% | +520.8% | +8.7% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AVAV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling