+120.3%
TNA vs AVAV
+24.2%
+96.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.3% |
| 7D | -0.1% | -2.2% | +2.1% | +0.7% |
| 30D | -4.9% | -13.9% | +9.0% | -0.3% |
| 3M | +0.4% | -29.2% | +29.6% | +10.7% |
| 6M | +32.5% | -36.1% | +68.7% | +49.2% |
| YTD | +53.7% | -40.2% | +93.9% | +70.6% |
| 1Y | +65.1% | -36.2% | +101.3% | +76.9% |
| All | +120.3% | +24.2% | +96.1% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling