-45.7%
TOST vs AVAV
+69.3%
-115.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | -2.4% | -13.9% | +11.5% | +0.2% |
| 3M | +34.6% | -29.2% | +63.8% | +42.4% |
| 6M | +15.2% | -36.1% | +51.3% | +23.3% |
| YTD | -4.4% | -40.2% | +35.8% | +1.3% |
| 1Y | -17.4% | -36.2% | +18.8% | -16.0% |
| 3Y | +54.5% | +47.5% | +6.9% | +1.9% |
| All | -45.7% | +69.3% | -115.0% | -67.9% |
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