+97.3%
TEM vs AVAV
-41.6%
+139.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +5.1% | +9.9% | -4.8% | +1.3% |
| 30D | +16.8% | -5.4% | +22.2% | +19.0% |
| 3M | +42.6% | -36.5% | +79.2% | +68.0% |
| 6M | +63.9% | -25.3% | +89.2% | +77.9% |
| YTD | +34.5% | -48.6% | +83.1% | +62.0% |
| 1Y | +11.0% | -62.1% | +73.1% | +50.7% |
| All | +97.3% | -41.6% | +139.0% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling