+189.9%
TRI vs AVAV
+494.3%
-304.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.5% |
| 7D | -8.4% | -3.2% | -5.2% | -8.2% |
| 30D | -6.5% | -25.6% | +19.1% | -4.6% |
| 3M | +18.6% | -20.2% | +38.8% | +19.9% |
| 6M | -10.4% | -38.1% | +27.6% | -8.2% |
| YTD | -23.7% | -41.8% | +18.1% | -22.0% |
| 1Y | -42.5% | -39.0% | -3.4% | -41.7% |
| 3Y | -19.3% | +24.1% | -43.4% | -24.8% |
| 5Y | -9.7% | +53.0% | -62.7% | -19.2% |
| All | +189.9% | +494.3% | -304.4% | +124.8% |
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