+88.5%
TFC vs AVAV
+361.4%
-272.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.4% | -2.5% |
| 7D | +1.2% | -10.6% | +11.8% | +2.6% |
| 30D | +8.3% | -18.8% | +27.1% | +11.3% |
| 3M | -5.2% | -34.1% | +28.9% | +0.2% |
| 6M | -0.8% | -35.3% | +34.5% | +3.4% |
| YTD | +3.4% | -53.4% | +56.8% | +11.1% |
| 1Y | +17.0% | -65.6% | +82.7% | +32.0% |
| 3Y | +86.2% | -5.1% | +91.2% | +62.3% |
| 5Y | -2.3% | +18.5% | -20.8% | -22.8% |
| All | +88.5% | +361.4% | -272.8% | +0.2% |
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