+1.1%
TEL vs AVAV
-39.1%
+40.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | -3.9% | -13.9% | +10.0% | -2.1% |
| 3M | -5.1% | -29.2% | +24.1% | -1.4% |
| 6M | +0.6% | -36.1% | +36.7% | +5.1% |
| YTD | -7.3% | -40.2% | +32.9% | -2.2% |
| 1Y | +1.1% | -36.2% | +37.4% | +7.2% |
| All | +1.1% | -39.1% | +40.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling