+18.8%
TMO vs AVAV
+24.3%
-5.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.0% |
| 7D | -0.5% | -3.2% | +2.7% | -0.2% |
| 30D | +1.0% | -25.6% | +26.6% | +3.9% |
| 3M | +22.7% | -20.2% | +42.9% | +24.7% |
| 6M | +19.0% | -38.1% | +57.1% | +23.4% |
| YTD | +4.7% | -41.8% | +46.5% | +8.3% |
| 1Y | +26.0% | -39.0% | +65.1% | +29.3% |
| All | +18.8% | +24.3% | -5.6% | +8.1% |
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