+76.5%
TNA vs AVAV
+519.3%
-442.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -7.3% | +1.4% | -8.7% | -8.2% |
| 30D | -14.2% | -24.3% | +10.1% | -0.7% |
| 3M | -4.6% | -20.1% | +15.6% | +2.5% |
| 6M | +36.9% | -29.4% | +66.3% | +53.7% |
| YTD | +42.5% | -39.3% | +81.9% | +63.0% |
| 1Y | +45.8% | -39.3% | +85.1% | +62.6% |
| 3Y | +104.7% | +29.5% | +75.2% | +18.8% |
| 5Y | -21.7% | +56.3% | -78.0% | -63.6% |
| All | +76.5% | +519.3% | -442.8% | -68.5% |
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