+238.4%
TMUS vs AVAV
+361.4%
-123.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.5% | -9.6% | +0.3% |
| 7D | +3.6% | -10.6% | +14.1% | +4.1% |
| 30D | -3.4% | -18.8% | +15.4% | -2.4% |
| 3M | -9.5% | -34.1% | +24.6% | -7.5% |
| 6M | -15.2% | -35.3% | +20.1% | -13.8% |
| YTD | -18.9% | -53.4% | +34.5% | -16.6% |
| 1Y | -17.7% | -65.6% | +47.9% | -13.2% |
| 3Y | +15.6% | -5.1% | +20.7% | +5.9% |
| 5Y | +38.9% | +18.5% | +20.4% | +20.1% |
| All | +238.4% | +361.4% | -123.0% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling