+79.0%
TFC vs AVAV
+360.4%
-281.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.2% | +9.9% | -11.1% | -2.8% |
| 30D | +7.8% | -5.4% | +13.2% | +8.2% |
| 3M | -3.0% | -36.5% | +33.6% | +3.1% |
| 6M | +5.8% | -25.3% | +31.1% | +7.8% |
| YTD | +5.3% | -48.6% | +53.9% | +11.3% |
| 1Y | +15.7% | -62.1% | +77.8% | +28.4% |
| 3Y | +94.8% | +2.3% | +92.5% | +68.2% |
| 5Y | 0.0% | +35.4% | -35.3% | -22.7% |
| 10Y | +79.0% | +345.1% | -266.1% | +0.8% |
| All | +79.0% | +360.4% | -281.4% | +0.8% |
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 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