+186.2%
TRI vs AVAV
+520.8%
-334.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.6% |
| 7D | -14.4% | -0.1% | -14.3% | -14.4% |
| 30D | -8.1% | -25.0% | +16.9% | -6.4% |
| 3M | +17.5% | -15.0% | +32.5% | +18.3% |
| 6M | -5.0% | -33.6% | +28.7% | -3.1% |
| YTD | -24.7% | -39.2% | +14.5% | -23.3% |
| 1Y | -41.5% | -40.5% | -1.0% | -40.6% |
| 3Y | -20.3% | +29.6% | -49.9% | -26.0% |
| 5Y | -10.9% | +56.7% | -67.6% | -20.4% |
| All | +186.2% | +520.8% | -334.7% | +121.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling