+196.8%
TSCO vs AVAV
+315.4%
-118.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.2% |
| 7D | +0.3% | +4.2% | -3.9% | -0.2% |
| 30D | +11.3% | -2.6% | +13.9% | +11.3% |
| 3M | +1.5% | -38.0% | +39.4% | +5.9% |
| 6M | +24.0% | -27.0% | +51.0% | +26.2% |
| YTD | -25.7% | -51.4% | +25.7% | -22.5% |
| 1Y | -33.6% | -60.2% | +26.7% | -29.3% |
| 3Y | -1.5% | -6.7% | +5.1% | -10.3% |
| 5Y | -9.6% | +28.3% | -37.9% | -24.0% |
| All | +196.8% | +315.4% | -118.6% | +106.1% |
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