+109.8%
TEM vs AVAV
-40.4%
+150.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +12.6% | -1.6% | +6.1% |
| 7D | +7.6% | +3.2% | +4.4% | +6.1% |
| 30D | +19.0% | -7.4% | +26.4% | +22.2% |
| 3M | +62.2% | -32.0% | +94.2% | +86.1% |
| 6M | +69.4% | -24.6% | +93.9% | +83.1% |
| YTD | +43.0% | -47.5% | +90.5% | +70.8% |
| 1Y | +18.0% | -61.5% | +79.5% | +59.2% |
| All | +109.8% | -40.4% | +150.2% | +105.3% |
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