+323.9%
TMO vs AVAV
+520.8%
-196.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -0.3% | -25.0% | +24.7% | +3.2% |
| 3M | +25.3% | -15.0% | +40.2% | +26.6% |
| 6M | +20.9% | -33.6% | +54.5% | +25.4% |
| YTD | +4.3% | -39.2% | +43.5% | +8.2% |
| 1Y | +27.0% | -40.5% | +67.5% | +31.3% |
| 3Y | +17.5% | +29.6% | -12.1% | +4.7% |
| 5Y | +6.9% | +56.7% | -49.8% | -10.3% |
| All | +323.9% | +520.8% | -196.9% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling