+242.2%
TMUS vs AVAV
+339.7%
-97.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +8.2% | +9.9% | -1.7% | +7.5% |
| 30D | +13.4% | -5.4% | +18.8% | +13.5% |
| 3M | -3.0% | -36.5% | +33.5% | -0.7% |
| 6M | -8.8% | -25.3% | +16.5% | -8.2% |
| YTD | -13.8% | -48.6% | +34.7% | -11.9% |
| 1Y | -17.1% | -62.1% | +45.0% | -13.1% |
| 3Y | +22.7% | +2.3% | +20.4% | +12.2% |
| 5Y | +52.8% | +35.4% | +17.5% | +31.1% |
| All | +242.2% | +339.7% | -97.6% | +140.9% |
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 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