+42.1%
TEM vs AVAV
-32.4%
+74.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.5% | -2.5% | +4.0% |
| 7D | +5.3% | -10.6% | +15.9% | +9.3% |
| 30D | +8.1% | -18.8% | +26.9% | +16.0% |
| 3M | +64.9% | -34.1% | +99.0% | +89.1% |
| 6M | +42.1% | -35.3% | +77.5% | +68.4% |
| All | +42.1% | -32.4% | +74.6% | +68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling