+341.5%
TSM vs AVAV
+2.7%
+338.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.6% | -9.1% | +1.2% |
| 7D | -2.5% | +3.2% | -5.7% | -3.2% |
| 30D | -14.3% | -7.4% | -6.9% | -13.4% |
| 3M | -7.2% | -32.0% | +24.8% | -1.7% |
| 6M | -5.1% | -24.6% | +19.4% | -2.6% |
| YTD | +28.9% | -47.5% | +76.4% | +37.3% |
| 1Y | +37.1% | -61.5% | +98.6% | +54.8% |
| 3Y | +341.5% | +5.5% | +336.0% | +322.7% |
| All | +341.5% | +2.7% | +338.7% | +322.7% |
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 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