+299.4%
TEL vs AVAV
+478.0%
-178.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.7% |
| 7D | +1.2% | -3.2% | +4.4% | +1.7% |
| 30D | -4.1% | -25.6% | +21.5% | +0.5% |
| 3M | -2.6% | -20.2% | +17.7% | -0.1% |
| 6M | 0.0% | -38.1% | +38.1% | +6.0% |
| YTD | -9.1% | -41.8% | +32.7% | -3.8% |
| 1Y | -0.8% | -39.0% | +38.2% | +3.1% |
| 3Y | +67.4% | +24.1% | +43.3% | +45.4% |
| 5Y | +51.8% | +53.0% | -1.3% | +20.6% |
| 10Y | +299.4% | +493.8% | -194.4% | +123.0% |
| All | +299.4% | +478.0% | -178.6% | +123.0% |
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 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