-40.6%
TOST vs AVAV
+18.1%
-58.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -3.5% |
| 7D | +9.4% | -10.6% | +20.0% | +11.4% |
| 30D | +13.5% | -18.8% | +32.3% | +17.6% |
| 3M | -0.1% | -34.1% | +34.0% | +7.4% |
| 6M | +22.5% | -35.3% | +57.8% | +29.2% |
| YTD | -2.4% | -53.4% | +51.0% | +7.8% |
| 1Y | -4.7% | -65.6% | +60.9% | +13.4% |
| 3Y | +103.2% | -5.1% | +108.3% | +55.1% |
| All | -40.6% | +18.1% | -58.7% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling