+12.2%
TEM vs AVAV
-63.5%
+75.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.3% |
| 30D | +13.5% | -9.9% | +23.5% | +17.4% |
| 3M | +46.3% | -34.7% | +81.0% | +67.9% |
| 6M | +61.5% | -26.6% | +88.1% | +77.0% |
| YTD | +36.4% | -48.9% | +85.3% | +60.4% |
| 1Y | +12.2% | -63.0% | +75.2% | +54.5% |
| All | +12.2% | -63.5% | +75.7% | +54.5% |
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