+32.7%
TNA vs AVAV
+315.4%
-282.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.4% |
| 7D | +3.7% | +4.2% | -0.5% | +1.5% |
| 30D | +4.4% | -2.6% | +6.9% | +5.2% |
| 3M | -26.7% | -38.0% | +11.3% | -6.7% |
| 6M | -12.8% | -27.0% | +14.2% | -4.1% |
| YTD | +22.7% | -51.4% | +74.1% | +56.2% |
| 1Y | +35.7% | -60.2% | +95.9% | +92.5% |
| 3Y | +134.6% | -6.7% | +141.2% | +64.6% |
| 5Y | -46.0% | +28.3% | -74.3% | -72.3% |
| All | +32.7% | +315.4% | -282.8% | -64.9% |
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