+528.8%
TDG vs AVAV
+494.3%
+34.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.7% |
| 7D | -2.4% | -3.2% | +0.7% | -1.9% |
| 30D | -8.0% | -25.6% | +17.6% | -3.0% |
| 3M | -10.5% | -20.2% | +9.8% | -7.9% |
| 6M | -11.9% | -38.1% | +26.1% | -6.1% |
| YTD | -15.4% | -41.8% | +26.4% | -10.7% |
| 1Y | -14.2% | -39.0% | +24.8% | -11.6% |
| 3Y | +51.0% | +24.1% | +27.0% | +24.7% |
| 5Y | +126.5% | +53.0% | +73.4% | +67.1% |
| All | +528.8% | +494.3% | +34.4% | +230.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling