+263.4%
TSM vs AVAV
+32.4%
+231.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.4% |
| 7D | -2.1% | 0.0% | -2.0% | -2.2% |
| 30D | -12.5% | -9.9% | -2.6% | -11.4% |
| 3M | -5.0% | -34.7% | +29.7% | +0.4% |
| 6M | -3.2% | -26.6% | +23.4% | -0.5% |
| YTD | +31.5% | -48.9% | +80.4% | +39.6% |
| 1Y | +35.7% | -63.0% | +98.7% | +50.7% |
| 3Y | +323.5% | +1.6% | +321.9% | +304.3% |
| 5Y | +263.4% | +34.5% | +228.9% | +217.4% |
| All | +263.4% | +32.4% | +231.0% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling