+25.8%
TMO vs AVAV
-39.1%
+64.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | -1.4% | -2.2% | +0.9% | -1.1% |
| 30D | +6.2% | -13.9% | +20.2% | +7.8% |
| 3M | +27.5% | -29.2% | +56.7% | +32.1% |
| 6M | +20.0% | -36.1% | +56.1% | +24.6% |
| YTD | +6.1% | -40.2% | +46.3% | +9.5% |
| 1Y | +25.8% | -36.2% | +62.1% | +14.7% |
| All | +25.8% | -39.1% | +64.9% | +14.7% |
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