+16.2%
TFC vs AVAV
-62.9%
+79.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +4.0% | +1.3% |
| 7D | +2.3% | +4.2% | -2.0% | +2.1% |
| 30D | +10.8% | -2.6% | +13.4% | +10.8% |
| 3M | -3.8% | -38.0% | +34.2% | -3.0% |
| 6M | +9.6% | -27.0% | +36.6% | +10.1% |
| YTD | +5.8% | -51.4% | +57.2% | +7.8% |
| 1Y | +16.2% | -60.2% | +76.4% | +16.9% |
| All | +16.2% | -62.9% | +79.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling