+299.0%
TSEM vs AVAV
+28.1%
+271.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.2% | -6.5% |
| 7D | +7.0% | +4.2% | +2.7% | +6.4% |
| 30D | -29.8% | -2.6% | -27.2% | -29.4% |
| 3M | -41.9% | -38.0% | -4.0% | -38.3% |
| 6M | -45.8% | -27.0% | -18.7% | -43.8% |
| YTD | +25.1% | -51.4% | +76.5% | +32.9% |
| 1Y | +48.2% | -60.2% | +108.5% | +61.8% |
| 3Y | +476.5% | -6.7% | +483.1% | +458.4% |
| All | +299.0% | +28.1% | +271.0% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling