+75.7%
TFC vs AVAV
+315.4%
-239.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +4.0% | +1.6% |
| 7D | +2.3% | +4.2% | -2.0% | +1.5% |
| 30D | +10.8% | -2.6% | +13.4% | +10.7% |
| 3M | -3.8% | -38.0% | +34.2% | +2.6% |
| 6M | +9.6% | -27.0% | +36.6% | +11.9% |
| YTD | +5.8% | -51.4% | +57.2% | +12.7% |
| 1Y | +16.2% | -60.2% | +76.4% | +27.7% |
| 3Y | +96.0% | -6.7% | +102.6% | +71.9% |
| 5Y | +1.7% | +28.3% | -26.6% | -20.8% |
| All | +75.7% | +315.4% | -239.8% | +0.4% |
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 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