+6,986.4%
TSM vs AVAV
+478.6%
+6,507.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +2.7% | -2.2% | +5.0% | +3.1% |
| 30D | +3.6% | -13.9% | +17.5% | +6.1% |
| 3M | -3.4% | -29.2% | +25.9% | +1.5% |
| 6M | +20.6% | -36.1% | +56.7% | +27.7% |
| YTD | +41.9% | -40.2% | +82.1% | +49.4% |
| 1Y | +84.4% | -36.2% | +120.6% | +90.7% |
| 3Y | +380.2% | +47.5% | +332.7% | +309.0% |
| 5Y | +275.3% | +39.3% | +236.1% | +208.2% |
| 10Y | +1,751.4% | +482.6% | +1,268.8% | +968.5% |
| All | +6,986.4% | +478.6% | +6,507.8% | +3,415.2% |
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