+11.8%
TSN vs AVAV
+423.1%
-411.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.6% | -12.3% | -0.3% |
| 7D | +4.9% | +3.2% | +1.7% | +4.6% |
| 30D | +12.1% | -7.4% | +19.5% | +12.3% |
| 3M | +4.1% | -32.0% | +36.1% | +5.8% |
| 6M | -10.9% | -24.6% | +13.7% | -10.4% |
| YTD | +4.8% | -47.5% | +52.3% | +6.6% |
| 1Y | +17.6% | -61.5% | +79.1% | +22.0% |
| 3Y | +43.2% | +5.5% | +37.7% | +32.2% |
| 5Y | -13.9% | +35.7% | -49.6% | -24.8% |
| 10Y | +11.8% | +379.1% | -367.3% | -17.1% |
| All | +11.8% | +423.1% | -411.3% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling