-44.2%
TNA vs AVAV
+34.3%
-78.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.6% | -3.0% | +4.4% |
| 7D | +2.3% | +3.2% | -0.9% | +0.7% |
| 30D | +1.4% | -7.4% | +8.8% | +4.2% |
| 3M | -21.1% | -32.0% | +10.9% | -8.4% |
| 6M | -9.4% | -24.6% | +15.2% | -3.1% |
| YTD | +29.6% | -47.5% | +77.1% | +53.3% |
| 1Y | +34.6% | -61.5% | +96.1% | +83.5% |
| 3Y | +155.9% | +5.5% | +150.4% | +82.0% |
| 5Y | -44.2% | +35.7% | -79.9% | -72.6% |
| All | -44.2% | +34.3% | -78.4% | -72.6% |
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