+718.1%
TEL vs AVAV
+461.4%
+256.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | +0.1% |
| 7D | -0.9% | 0.0% | -0.9% | -1.2% |
| 30D | -0.2% | -9.9% | +9.7% | +1.4% |
| 3M | +2.0% | -34.7% | +36.7% | +9.9% |
| 6M | +6.4% | -26.6% | +33.0% | +10.0% |
| YTD | -3.2% | -48.9% | +45.7% | +5.0% |
| 1Y | -11.2% | -63.0% | +51.9% | +2.4% |
| 3Y | +79.8% | +1.6% | +78.2% | +59.1% |
| 5Y | +46.6% | +34.5% | +12.1% | +15.5% |
| 10Y | +288.1% | +359.3% | -71.2% | +110.3% |
| All | +718.1% | +461.4% | +256.7% | +275.2% |
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