+35.7%
TNA vs AVAV
-62.9%
+98.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | +3.7% | +4.2% | -0.5% | +2.6% |
| 30D | +4.4% | -2.6% | +6.9% | +4.9% |
| 3M | -26.7% | -38.0% | +11.3% | -17.8% |
| 6M | -12.8% | -27.0% | +14.2% | -7.1% |
| YTD | +22.7% | -51.4% | +74.1% | +38.3% |
| 1Y | +35.7% | -60.2% | +95.9% | +61.4% |
| All | +35.7% | -62.9% | +98.6% | +61.4% |
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