+1,316.1%
TNA vs AVAV
+368.3%
+947.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.7% |
| 7D | -0.1% | -2.2% | +2.1% | +1.2% |
| 30D | -4.9% | -13.9% | +9.0% | +3.0% |
| 3M | +0.4% | -29.2% | +29.6% | +16.7% |
| 6M | +32.5% | -36.1% | +68.7% | +58.3% |
| YTD | +53.7% | -40.2% | +93.9% | +78.5% |
| 1Y | +65.1% | -36.2% | +101.3% | +78.7% |
| 3Y | +98.4% | +47.5% | +50.9% | +3.6% |
| 5Y | -22.5% | +39.3% | -61.7% | -61.1% |
| 10Y | +82.5% | +482.6% | -400.0% | -65.7% |
| All | +1,316.1% | +368.3% | +947.8% | +143.6% |
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 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