-10.3%
TSCO vs AVAV
+58.4%
-68.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -1.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -4.4% | -25.0% | +20.6% | -2.4% |
| 3M | +9.7% | -15.0% | +24.6% | +10.5% |
| 6M | -32.4% | -33.6% | +1.2% | -31.1% |
| YTD | -31.7% | -39.2% | +7.5% | -30.6% |
| 1Y | -41.3% | -40.5% | -0.8% | -40.7% |
| 3Y | -18.3% | +29.6% | -47.9% | -27.9% |
| 5Y | -10.3% | +56.7% | -67.0% | -27.0% |
| All | -10.3% | +58.4% | -68.7% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling