+95.1%
TFC vs AVAV
+1.8%
+93.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.2% | +9.9% | -11.1% | -1.9% |
| 30D | +7.8% | -5.4% | +13.2% | +8.0% |
| 3M | -3.0% | -36.5% | +33.6% | -0.3% |
| 6M | +5.8% | -25.3% | +31.1% | +6.8% |
| YTD | +5.3% | -48.6% | +53.9% | +8.1% |
| 1Y | +15.7% | -62.1% | +77.8% | +22.1% |
| All | +95.1% | +1.8% | +93.3% | +71.0% |
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