+24.5%
TMO vs AVAV
-39.3%
+63.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | +1.4% | -2.1% | -0.8% |
| 30D | +1.1% | -24.3% | +25.4% | +4.2% |
| 3M | +28.3% | -20.1% | +48.5% | +31.1% |
| 6M | +23.3% | -29.4% | +52.6% | +26.8% |
| YTD | +5.5% | -39.3% | +44.8% | +8.5% |
| 1Y | +24.5% | -39.3% | +63.9% | +3.2% |
| All | +24.5% | -39.3% | +63.8% | +3.2% |
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 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