+8.0%
TMO vs AVAV
+33.5%
-25.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.1% |
| 7D | -0.5% | -3.2% | +2.7% | -0.1% |
| 30D | +1.0% | -25.6% | +26.6% | +4.3% |
| 3M | +22.7% | -20.2% | +42.9% | +24.9% |
| 6M | +19.0% | -38.1% | +57.1% | +24.1% |
| YTD | +4.7% | -41.8% | +46.5% | +8.8% |
| 1Y | +26.0% | -39.0% | +65.1% | +29.4% |
| 3Y | +18.0% | +24.1% | -6.1% | +5.8% |
| 5Y | +8.0% | +53.0% | -45.1% | -11.6% |
| All | +8.0% | +33.5% | -25.6% | -11.6% |
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