+1,598.5%
TSM vs AVAV
+358.8%
+1,239.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.5% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -12.5% | -9.9% | -2.6% | -11.2% |
| 3M | -5.0% | -34.7% | +29.7% | +1.2% |
| 6M | -3.2% | -26.6% | +23.4% | -0.2% |
| YTD | +31.5% | -48.9% | +80.4% | +40.8% |
| 1Y | +35.7% | -63.0% | +98.7% | +52.8% |
| 3Y | +323.5% | +1.6% | +321.9% | +291.9% |
| 5Y | +263.4% | +34.5% | +228.9% | +207.5% |
| 10Y | +1,598.5% | +359.3% | +1,239.2% | +1,169.6% |
| All | +1,598.5% | +358.8% | +1,239.7% | +1,169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling