-43.8%
TOST vs AVAV
+19.5%
-63.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.3% | +1.4% |
| 7D | +11.6% | -24.3% | +35.9% | +17.7% |
| 30D | +16.2% | -28.9% | +45.1% | +24.0% |
| 3M | +1.0% | -39.3% | +40.3% | +10.7% |
| 6M | +23.2% | -38.8% | +62.0% | +31.4% |
| YTD | -1.0% | -57.8% | +56.8% | +11.9% |
| 1Y | -9.9% | -70.9% | +61.0% | +11.8% |
| 3Y | +101.0% | -14.8% | +115.8% | +56.6% |
| 5Y | -40.4% | +7.3% | -47.7% | -55.4% |
| All | -43.8% | +19.5% | -63.2% | -64.6% |
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 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