+42.2%
TSN vs AVAV
-5.8%
+48.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -0.3% |
| 7D | +4.6% | -10.6% | +15.2% | +4.2% |
| 30D | +15.4% | -18.8% | +34.2% | +14.6% |
| 3M | +2.9% | -34.1% | +37.0% | +1.5% |
| 6M | -10.8% | -35.3% | +24.5% | -11.7% |
| YTD | +4.5% | -53.4% | +57.8% | +2.9% |
| 1Y | +19.5% | -65.6% | +85.2% | +16.6% |
| 3Y | +42.2% | -5.1% | +47.3% | +40.8% |
| All | +42.2% | -5.8% | +48.0% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling