-44.4%
TOST vs AVAV
+48.6%
-93.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.6% | -12.3% | -2.2% |
| 7D | +4.0% | +3.2% | +0.9% | +2.8% |
| 30D | +11.1% | -7.4% | +18.5% | +12.0% |
| 3M | +0.8% | -32.0% | +32.8% | +8.0% |
| 6M | +38.8% | -24.6% | +63.4% | +41.7% |
| YTD | -2.1% | -47.5% | +45.4% | +5.5% |
| 1Y | -6.0% | -61.5% | +55.5% | +9.3% |
| 3Y | +149.8% | +5.5% | +144.3% | +86.0% |
| 5Y | -42.8% | +35.7% | -78.5% | -60.0% |
| All | -44.4% | +48.6% | -93.0% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling