+265.7%
TSM vs AVAV
+28.1%
+237.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -1.2% |
| 7D | +6.2% | +4.2% | +2.0% | +5.5% |
| 30D | -7.3% | -2.6% | -4.7% | -7.0% |
| 3M | -7.1% | -38.0% | +30.8% | -1.0% |
| 6M | +0.2% | -27.0% | +27.2% | +3.2% |
| YTD | +32.2% | -51.4% | +83.7% | +41.5% |
| 1Y | +42.8% | -60.2% | +103.0% | +56.9% |
| 3Y | +330.4% | -6.7% | +337.1% | +315.4% |
| All | +265.7% | +28.1% | +237.6% | +222.8% |
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 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