+1,643.1%
TSM vs AVAV
+315.4%
+1,327.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -1.2% |
| 7D | +6.2% | +4.2% | +2.0% | +5.4% |
| 30D | -7.3% | -2.6% | -4.7% | -7.0% |
| 3M | -7.1% | -38.0% | +30.8% | -0.2% |
| 6M | +0.2% | -27.0% | +27.2% | +3.6% |
| YTD | +32.2% | -51.4% | +83.7% | +42.8% |
| 1Y | +42.8% | -60.2% | +103.0% | +58.9% |
| 3Y | +330.4% | -6.7% | +337.1% | +303.7% |
| 5Y | +263.9% | +28.3% | +235.6% | +210.2% |
| All | +1,643.1% | +315.4% | +1,327.7% | +1,205.4% |
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