+36.0%
TSM vs AVAV
-68.0%
+104.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -1.2% |
| 7D | -10.0% | -10.1% | +0.1% | -8.7% |
| 30D | -18.5% | -18.7% | +0.2% | -16.4% |
| 3M | -4.9% | -33.0% | +28.1% | -0.4% |
| 6M | -1.0% | -37.2% | +36.2% | +3.3% |
| YTD | +31.3% | -53.2% | +84.4% | +38.7% |
| 1Y | +36.0% | -69.0% | +105.0% | +61.2% |
| All | +36.0% | -68.0% | +104.0% | +61.2% |
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 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