+5,749.5%
TSM vs AVAV
+308.3%
+5,441.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.8% | -0.9% | -9.0% |
| 7D | -18.2% | -24.3% | +6.1% | -14.0% |
| 30D | -26.8% | -28.9% | +2.1% | -22.3% |
| 3M | -14.5% | -39.3% | +24.8% | -7.1% |
| 6M | -10.0% | -38.8% | +28.7% | -3.7% |
| YTD | +17.1% | -57.8% | +74.9% | +30.8% |
| 1Y | +21.5% | -70.9% | +92.4% | +44.7% |
| 3Y | +300.4% | -14.8% | +315.2% | +277.6% |
| 5Y | +224.7% | +7.3% | +217.4% | +178.9% |
| 10Y | +1,372.7% | +325.3% | +1,047.3% | +796.4% |
| All | +5,749.5% | +308.3% | +5,441.2% | +2,979.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling