+234.7%
TMUS vs AVAV
+423.1%
-188.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.6% | -8.5% | +3.4% |
| 7D | +5.3% | +3.2% | +2.2% | +5.0% |
| 30D | +13.5% | -7.4% | +21.0% | +13.8% |
| 3M | -4.2% | -32.0% | +27.8% | -2.3% |
| 6M | -11.9% | -24.6% | +12.7% | -11.4% |
| YTD | -15.6% | -47.5% | +31.9% | -13.8% |
| 1Y | -16.8% | -61.5% | +44.7% | -12.9% |
| 3Y | +20.8% | +5.5% | +15.3% | +10.2% |
| 5Y | +48.0% | +35.7% | +12.3% | +27.1% |
| 10Y | +234.7% | +379.1% | -144.4% | +139.3% |
| All | +234.7% | +423.1% | -188.4% | +139.3% |
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