+1,301.0%
TSEM vs AVAV
+516.1%
+785.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | +10.4% | +3.2% | +7.2% | +9.8% |
| 30D | -12.9% | -20.3% | +7.4% | -9.6% |
| 3M | -9.2% | -19.4% | +10.3% | -6.7% |
| 6M | +98.8% | -35.3% | +134.0% | +109.8% |
| YTD | +87.2% | -38.5% | +125.7% | +95.0% |
| 1Y | +239.0% | -37.2% | +276.2% | +249.5% |
| 3Y | +679.5% | +31.1% | +648.4% | +579.5% |
| 5Y | +667.3% | +41.0% | +626.2% | +524.8% |
| 10Y | +1,301.0% | +508.8% | +792.3% | +716.6% |
| All | +1,301.0% | +516.1% | +785.0% | +716.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling