-44.5%
TOST vs AVAV
+32.0%
-76.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -3.5% |
| 7D | +9.4% | -10.6% | +20.0% | +11.5% |
| 30D | +13.5% | -18.8% | +32.3% | +17.7% |
| 3M | -0.1% | -34.1% | +34.0% | +7.5% |
| 6M | +22.5% | -35.3% | +57.8% | +29.3% |
| YTD | -2.4% | -53.4% | +51.0% | +7.9% |
| 1Y | -4.7% | -65.6% | +60.9% | +13.6% |
| 3Y | +103.2% | -5.1% | +108.3% | +54.3% |
| 5Y | -41.2% | +18.5% | -59.8% | -56.9% |
| All | -44.5% | +32.0% | -76.5% | -65.8% |
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