+438.8%
TSN vs AVAV
+351.0%
+87.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -1.7% |
| 7D | +4.6% | -10.6% | +15.2% | +5.5% |
| 30D | +15.4% | -18.8% | +34.2% | +17.3% |
| 3M | +2.9% | -34.1% | +37.0% | +6.3% |
| 6M | -10.8% | -35.3% | +24.5% | -8.7% |
| YTD | +4.5% | -53.4% | +57.8% | +8.9% |
| 1Y | +19.5% | -65.6% | +85.2% | +28.4% |
| 3Y | +42.2% | -5.1% | +47.3% | +29.6% |
| 5Y | -14.2% | +18.5% | -32.7% | -26.9% |
| 10Y | +15.4% | +369.8% | -354.5% | -26.3% |
| All | +438.8% | +351.0% | +87.8% | +198.4% |
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