+38.5%
TNA vs AVAV
-68.0%
+106.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.3% | +12.7% | +6.6% |
| 7D | +2.4% | -10.1% | +12.5% | +5.1% |
| 30D | -0.9% | -18.7% | +17.8% | +4.3% |
| 3M | -19.2% | -33.0% | +13.8% | -10.9% |
| 6M | -0.8% | -37.2% | +36.3% | +9.7% |
| YTD | +33.2% | -53.2% | +86.4% | +50.6% |
| 1Y | +38.5% | -69.0% | +107.5% | +112.9% |
| All | +38.5% | -68.0% | +106.6% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling