+1,094.2%
TNA vs AVAV
+311.0%
+783.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.6% | -3.0% | +2.3% |
| 7D | +2.3% | +3.2% | -0.9% | 0.0% |
| 30D | +1.4% | -7.4% | +8.8% | +5.2% |
| 3M | -21.1% | -32.0% | +10.9% | -3.2% |
| 6M | -9.4% | -24.6% | +15.2% | -1.9% |
| YTD | +29.6% | -47.5% | +77.1% | +59.9% |
| 1Y | +34.6% | -61.5% | +96.1% | +99.1% |
| 3Y | +155.9% | +5.5% | +150.4% | +67.4% |
| 5Y | -44.2% | +35.7% | -79.9% | -72.0% |
| 10Y | +63.7% | +379.1% | -315.4% | -66.0% |
| All | +1,094.2% | +311.0% | +783.2% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling