-41.1%
TSCO vs AVAV
-40.1%
-0.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -3.5% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | -1.1% | -25.6% | +24.4% | -0.5% |
| 3M | +14.3% | -20.2% | +34.5% | +14.4% |
| 6M | -31.9% | -38.1% | +6.2% | -32.4% |
| YTD | -30.7% | -41.8% | +11.1% | -31.1% |
| 1Y | -41.1% | -39.0% | -2.0% | -37.5% |
| All | -41.1% | -40.1% | -0.9% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling