+55.9%
TNA vs AVAV
-40.1%
+96.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.2% | -2.7% |
| 7D | -3.6% | -3.2% | -0.4% | -2.8% |
| 30D | -10.1% | -25.6% | +15.5% | -2.7% |
| 3M | +2.7% | -20.2% | +22.9% | +7.6% |
| 6M | +38.4% | -38.1% | +76.5% | +54.3% |
| YTD | +45.4% | -41.8% | +87.2% | +57.6% |
| 1Y | +55.9% | -39.0% | +95.0% | +88.1% |
| All | +55.9% | -40.1% | +96.1% | +88.1% |
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