+14.6%
TMO vs AVAV
+35.3%
-20.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.6% | +9.9% | -8.2% | +0.4% |
| 30D | +8.4% | -5.4% | +13.8% | +8.8% |
| 3M | +18.7% | -36.5% | +55.3% | +24.5% |
| 6M | +58.9% | -25.3% | +84.1% | +61.9% |
| YTD | +24.2% | -48.6% | +72.8% | +30.5% |
| 1Y | +22.8% | -62.1% | +84.9% | +33.4% |
| 3Y | +61.6% | +2.3% | +59.3% | +47.7% |
| All | +14.6% | +35.3% | -20.7% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling