+192.6%
TSCO vs AVAV
+478.0%
-285.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -3.1% |
| 7D | -2.5% | -3.2% | +0.7% | -2.2% |
| 30D | -1.1% | -25.6% | +24.4% | +1.8% |
| 3M | +14.3% | -20.2% | +34.5% | +16.1% |
| 6M | -31.9% | -38.1% | +6.2% | -29.4% |
| YTD | -30.7% | -41.8% | +11.1% | -28.7% |
| 1Y | -41.1% | -39.0% | -2.0% | -40.2% |
| 3Y | -17.1% | +24.1% | -41.2% | -26.7% |
| 5Y | -7.5% | +53.0% | -60.6% | -23.4% |
| 10Y | +192.6% | +493.8% | -301.2% | +91.6% |
| All | +192.6% | +478.0% | -285.4% | +91.6% |
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 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