+203.2%
TSCO vs AVAV
+360.4%
-157.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.1% |
| 7D | +0.4% | +9.9% | -9.4% | -0.7% |
| 30D | +9.8% | -5.4% | +15.2% | +10.1% |
| 3M | +4.8% | -36.5% | +41.4% | +9.2% |
| 6M | +23.3% | -25.3% | +48.5% | +25.2% |
| YTD | -25.1% | -48.6% | +23.5% | -22.3% |
| 1Y | -32.7% | -62.1% | +29.3% | -27.9% |
| 3Y | -2.0% | +2.3% | -4.3% | -11.6% |
| 5Y | -7.8% | +35.4% | -43.2% | -22.9% |
| 10Y | +203.2% | +345.1% | -141.9% | +109.2% |
| All | +203.2% | +360.4% | -157.2% | +109.2% |
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 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