-0.8%
TEL vs AVAV
-40.1%
+39.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.6% |
| 7D | +1.2% | -3.2% | +4.4% | +1.6% |
| 30D | -4.1% | -25.6% | +21.5% | -0.3% |
| 3M | -2.6% | -20.2% | +17.7% | -0.5% |
| 6M | 0.0% | -38.1% | +38.1% | +5.0% |
| YTD | -9.1% | -41.8% | +32.7% | -3.8% |
| 1Y | -0.8% | -39.0% | +38.2% | +4.0% |
| All | -0.8% | -40.1% | +39.3% | +4.0% |
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 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