+62.8%
TSEM vs AVAV
-67.9%
+130.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.5% | -5.6% | +3.4% |
| 7D | -17.5% | -10.6% | -6.9% | -16.3% |
| 30D | -44.7% | -18.8% | -25.9% | -43.3% |
| 3M | -38.9% | -34.1% | -4.8% | -36.2% |
| 6M | -36.7% | -35.3% | -1.3% | -33.8% |
| YTD | +17.0% | -53.4% | +70.3% | +20.0% |
| 1Y | +62.8% | -65.6% | +128.5% | +88.5% |
| All | +62.8% | -67.9% | +130.7% | +88.5% |
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