+1,444.0%
TMO vs AVAV
+370.1%
+1,073.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.5% |
| 7D | +0.8% | +4.2% | -3.4% | +0.1% |
| 30D | +4.0% | -2.6% | +6.6% | +4.1% |
| 3M | +17.6% | -38.0% | +55.6% | +25.8% |
| 6M | +57.3% | -27.0% | +84.3% | +61.7% |
| YTD | +21.2% | -51.4% | +72.6% | +30.5% |
| 1Y | +21.1% | -60.2% | +81.4% | +34.2% |
| 3Y | +58.8% | -6.7% | +65.5% | +45.2% |
| 5Y | +11.8% | +28.3% | -16.5% | -7.4% |
| 10Y | +376.2% | +320.5% | +55.8% | +185.1% |
| All | +1,444.0% | +370.1% | +1,073.9% | +687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling