+1,502.2%
TSM vs AVAV
+423.1%
+1,079.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.6% | -9.1% | +1.4% |
| 7D | -2.5% | +3.2% | -5.7% | -3.1% |
| 30D | -14.3% | -7.4% | -6.9% | -13.4% |
| 3M | -7.2% | -32.0% | +24.8% | -1.9% |
| 6M | -5.1% | -24.6% | +19.4% | -2.6% |
| YTD | +28.9% | -47.5% | +76.4% | +37.4% |
| 1Y | +37.1% | -61.5% | +98.6% | +53.4% |
| 3Y | +341.5% | +5.5% | +336.0% | +306.2% |
| 5Y | +245.7% | +35.7% | +210.0% | +192.3% |
| 10Y | +1,502.2% | +379.1% | +1,123.2% | +1,100.7% |
| All | +1,502.2% | +423.1% | +1,079.1% | +1,100.7% |
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