+426.0%
TSEM vs AVAV
+407.8%
+18.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.6% | -1.7% | +8.6% |
| 7D | -2.0% | +3.2% | -5.1% | -2.3% |
| 30D | -33.4% | -7.4% | -26.0% | -32.4% |
| 3M | -39.7% | -32.0% | -7.7% | -35.6% |
| 6M | -27.8% | -24.6% | -3.3% | -25.3% |
| YTD | +29.7% | -47.5% | +77.2% | +39.0% |
| 1Y | +81.1% | -61.5% | +142.6% | +104.8% |
| 3Y | +529.3% | +5.5% | +523.8% | +471.6% |
| 5Y | +315.0% | +35.7% | +279.2% | +240.8% |
| 10Y | +865.7% | +379.1% | +486.6% | +490.4% |
| All | +426.0% | +407.8% | +18.2% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling