+288.4%
TEL vs AVAV
+327.1%
-38.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.2% |
| 7D | +5.6% | +18.4% | -12.8% | +2.5% |
| 30D | +0.9% | -4.9% | +5.8% | +1.5% |
| 3M | +2.1% | -37.7% | +39.7% | +9.7% |
| 6M | +2.7% | -28.4% | +31.1% | +6.2% |
| YTD | -3.2% | -50.0% | +46.8% | +4.4% |
| 1Y | -10.6% | -62.6% | +52.0% | +1.1% |
| 3Y | +79.8% | -0.6% | +80.4% | +62.1% |
| 5Y | +43.3% | +31.9% | +11.3% | +16.4% |
| All | +288.4% | +327.1% | -38.8% | +140.9% |
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