+1,410.4%
TSM vs AVAV
+361.4%
+1,049.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.5% | -4.1% | +4.6% |
| 7D | -7.6% | -10.6% | +3.0% | -5.9% |
| 30D | -20.5% | -18.8% | -1.7% | -17.8% |
| 3M | -10.0% | -34.1% | +24.1% | -4.3% |
| 6M | -10.1% | -35.3% | +25.3% | -5.2% |
| YTD | +24.5% | -53.4% | +77.9% | +35.4% |
| 1Y | +31.2% | -65.6% | +96.8% | +49.5% |
| 3Y | +322.0% | -5.1% | +327.0% | +295.8% |
| 5Y | +245.3% | +18.5% | +226.7% | +199.5% |
| All | +1,410.4% | +361.4% | +1,049.0% | +1,099.8% |
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 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