+86.2%
TFC vs AVAV
-5.8%
+92.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.4% | -1.6% |
| 7D | +1.2% | -10.6% | +11.8% | +1.8% |
| 30D | +8.3% | -18.8% | +27.1% | +9.7% |
| 3M | -5.2% | -34.1% | +28.9% | -2.8% |
| 6M | -0.8% | -35.3% | +34.5% | +1.2% |
| YTD | +3.4% | -53.4% | +56.8% | +6.9% |
| 1Y | +17.0% | -65.6% | +82.7% | +24.4% |
| 3Y | +86.2% | -5.1% | +91.2% | +57.9% |
| All | +86.2% | -5.8% | +92.0% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling