+154.9%
TFC vs AVAV
+478.6%
-323.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +2.4% | -2.2% | +4.6% | +2.8% |
| 30D | -1.3% | -13.9% | +12.6% | +1.0% |
| 3M | +6.1% | -29.2% | +35.3% | +10.8% |
| 6M | +7.3% | -36.1% | +43.5% | +13.0% |
| YTD | +8.2% | -40.2% | +48.4% | +13.0% |
| 1Y | +14.4% | -36.2% | +50.6% | +16.4% |
| 3Y | +93.7% | +47.5% | +46.2% | +56.8% |
| 5Y | +16.4% | +39.3% | -22.9% | -9.3% |
| 10Y | +101.6% | +482.6% | -381.0% | +7.2% |
| All | +154.9% | +478.6% | -323.7% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling