+239.0%
TSEM vs AVAV
-35.3%
+274.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.5% |
| 7D | +10.4% | +3.2% | +7.2% | +10.0% |
| 30D | -12.9% | -20.3% | +7.4% | -10.8% |
| 3M | -9.2% | -19.4% | +10.3% | -7.9% |
| 6M | +98.8% | -35.3% | +134.0% | +104.0% |
| YTD | +87.2% | -38.5% | +125.7% | +88.3% |
| 1Y | +239.0% | -37.2% | +276.2% | +217.7% |
| All | +239.0% | -35.3% | +274.3% | +217.7% |
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