+296.9%
TSM vs AVAV
-14.7%
+311.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.8% | -0.9% | -9.0% |
| 7D | -18.2% | -24.3% | +6.1% | -14.2% |
| 30D | -26.8% | -28.9% | +2.1% | -22.4% |
| 3M | -14.5% | -39.3% | +24.8% | -7.4% |
| 6M | -10.0% | -38.8% | +28.7% | -4.0% |
| YTD | +17.1% | -57.8% | +74.9% | +29.8% |
| 1Y | +21.5% | -70.9% | +92.4% | +44.6% |
| All | +296.9% | -14.7% | +311.6% | +289.7% |
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