+1,069.7%
TNA vs AVAV
+299.8%
+769.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.9% |
| 30D | -0.7% | -9.9% | +9.2% | +4.7% |
| 3M | -21.5% | -34.7% | +13.2% | -1.4% |
| 6M | -11.2% | -26.6% | +15.4% | -2.3% |
| YTD | +27.0% | -48.9% | +75.9% | +59.2% |
| 1Y | +28.0% | -63.0% | +91.0% | +93.9% |
| 3Y | +142.9% | +1.6% | +141.4% | +62.6% |
| 5Y | -42.6% | +34.5% | -77.1% | -71.1% |
| 10Y | +53.3% | +359.3% | -306.0% | -67.3% |
| All | +1,069.7% | +299.8% | +769.9% | +117.3% |
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