+471.3%
TSEM vs AVAV
-5.8%
+477.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.5% | -5.6% | +3.0% |
| 7D | -17.5% | -10.6% | -6.9% | -15.8% |
| 30D | -44.7% | -18.8% | -25.9% | -42.6% |
| 3M | -38.9% | -34.1% | -4.8% | -34.6% |
| 6M | -36.7% | -35.3% | -1.3% | -32.8% |
| YTD | +17.0% | -53.4% | +70.3% | +26.5% |
| 1Y | +62.8% | -65.6% | +128.5% | +87.7% |
| 3Y | +471.3% | -5.1% | +476.4% | +392.3% |
| All | +471.3% | -5.8% | +477.1% | +392.3% |
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