+84.7%
TFC vs AVAV
+423.1%
-338.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.6% | -10.7% | +0.1% |
| 7D | +0.3% | +3.2% | -2.8% | -0.5% |
| 30D | +9.2% | -7.4% | +16.6% | +9.9% |
| 3M | -2.9% | -32.0% | +29.1% | +2.1% |
| 6M | +3.5% | -24.6% | +28.1% | +5.3% |
| YTD | +5.4% | -47.5% | +52.9% | +11.1% |
| 1Y | +17.3% | -61.5% | +78.8% | +29.9% |
| 3Y | +96.7% | +5.5% | +91.2% | +69.0% |
| 5Y | -1.1% | +35.7% | -36.8% | -23.5% |
| 10Y | +84.7% | +379.1% | -294.4% | +3.1% |
| All | +84.7% | +423.1% | -338.4% | +3.1% |
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