+655.5%
TSEM vs AVAV
+48.2%
+607.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.6% | +8.1% |
| 7D | +6.9% | -2.2% | +9.1% | +7.2% |
| 30D | +5.3% | -13.9% | +19.2% | +7.8% |
| 3M | -14.9% | -29.2% | +14.3% | -11.4% |
| 6M | +80.0% | -36.1% | +116.2% | +89.0% |
| YTD | +89.4% | -40.2% | +129.6% | +96.3% |
| 1Y | +253.1% | -36.2% | +289.3% | +259.6% |
| All | +655.5% | +48.2% | +607.3% | +620.0% |
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 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