+322.0%
TSM vs AVAV
-5.8%
+327.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.5% | -4.1% | +4.4% |
| 7D | -7.6% | -10.6% | +3.0% | -5.8% |
| 30D | -20.5% | -18.8% | -1.7% | -17.7% |
| 3M | -10.0% | -34.1% | +24.1% | -4.0% |
| 6M | -10.1% | -35.3% | +25.3% | -5.0% |
| YTD | +24.5% | -53.4% | +77.9% | +35.6% |
| 1Y | +31.2% | -65.6% | +96.8% | +51.3% |
| 3Y | +322.0% | -5.1% | +327.0% | +307.0% |
| All | +322.0% | -5.8% | +327.8% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling