+17.6%
TEM vs AVAV
-62.5%
+80.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +12.6% | -1.6% | +6.3% |
| 7D | +7.6% | +3.2% | +4.4% | +6.1% |
| 30D | +19.0% | -7.4% | +26.4% | +21.7% |
| 3M | +62.2% | -32.0% | +94.2% | +83.5% |
| 6M | +69.4% | -24.6% | +93.9% | +83.5% |
| YTD | +43.0% | -47.5% | +90.5% | +66.4% |
| All | +17.6% | -62.5% | +80.1% | +60.3% |
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 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