-22.5%
TNA vs AVAV
+33.5%
-56.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.2% | -1.9% |
| 7D | -3.6% | -3.2% | -0.4% | -2.3% |
| 30D | -10.1% | -25.6% | +15.5% | +1.4% |
| 3M | +2.7% | -20.2% | +22.9% | +9.3% |
| 6M | +38.4% | -38.1% | +76.5% | +61.8% |
| YTD | +45.4% | -41.8% | +87.2% | +66.2% |
| 1Y | +55.9% | -39.0% | +95.0% | +71.1% |
| 3Y | +109.8% | +24.1% | +85.7% | +38.5% |
| 5Y | -22.5% | +53.0% | -75.6% | -55.8% |
| All | -22.5% | +33.5% | -56.1% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling