+349.3%
TRI vs AVAV
+478.6%
-129.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.3% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | +7.9% | -13.9% | +21.8% | +9.4% |
| 3M | +24.1% | -29.2% | +53.3% | +27.5% |
| 6M | +3.8% | -36.1% | +40.0% | +7.3% |
| YTD | -16.9% | -40.2% | +23.3% | -14.4% |
| 1Y | -38.4% | -36.2% | -2.2% | -37.6% |
| 3Y | -12.2% | +47.5% | -59.7% | -22.2% |
| 5Y | -1.8% | +39.3% | -41.1% | -14.9% |
| 10Y | +207.6% | +482.6% | -274.9% | +101.8% |
| All | +349.3% | +478.6% | -129.3% | +156.0% |
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