+0.1%
TSCO vs AVAV
+1.7%
-1.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | +6.8% | 0.0% | +6.9% | +6.8% |
| 30D | +11.3% | -9.9% | +21.2% | +11.5% |
| 3M | +9.1% | -34.7% | +43.8% | +10.2% |
| 6M | +24.2% | -26.6% | +50.8% | +24.9% |
| YTD | -23.5% | -48.9% | +25.4% | -23.1% |
| 1Y | -30.8% | -63.0% | +32.3% | -29.8% |
| 3Y | +0.1% | +1.6% | -1.5% | -3.6% |
| All | +0.1% | +1.7% | -1.6% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling