+677.7%
TEL vs AVAV
+412.5%
+265.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.5% | -10.1% | -1.7% |
| 7D | -2.8% | -10.6% | +7.8% | -0.9% |
| 30D | -4.1% | -18.8% | +14.7% | -0.5% |
| 3M | -3.4% | -34.1% | +30.7% | +3.8% |
| 6M | -3.5% | -35.3% | +31.8% | +2.3% |
| YTD | -8.0% | -53.4% | +45.4% | +1.7% |
| 1Y | -13.7% | -65.6% | +51.9% | +0.9% |
| 3Y | +71.9% | -5.1% | +77.0% | +54.1% |
| 5Y | +40.9% | +18.5% | +22.4% | +14.0% |
| 10Y | +293.3% | +369.8% | -76.5% | +111.2% |
| All | +677.7% | +412.5% | +265.1% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling