+364.2%
TSN vs AVAV
+478.6%
-114.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -6.3% | -2.2% | -4.1% | -6.1% |
| 30D | -10.8% | -13.9% | +3.1% | -9.7% |
| 3M | -8.8% | -29.2% | +20.5% | -6.6% |
| 6M | -16.8% | -36.1% | +19.3% | -14.5% |
| YTD | -10.0% | -40.2% | +30.2% | -7.9% |
| 1Y | -5.3% | -36.2% | +31.0% | -4.6% |
| 3Y | +8.5% | +47.5% | -39.0% | -5.8% |
| 5Y | -22.9% | +39.3% | -62.2% | -34.9% |
| 10Y | -12.6% | +482.6% | -495.2% | -45.0% |
| All | +364.2% | +478.6% | -114.4% | +152.2% |
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