+734.7%
TT vs AVAV
+358.8%
+376.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +0.8% | 0.0% | +0.8% | +0.6% |
| 30D | -11.8% | -9.9% | -1.8% | -10.8% |
| 3M | -11.6% | -34.7% | +23.1% | -6.8% |
| 6M | -9.3% | -26.6% | +17.3% | -7.3% |
| YTD | +8.9% | -48.9% | +57.8% | +14.6% |
| 1Y | -2.2% | -63.0% | +60.8% | +8.0% |
| 3Y | +91.9% | +1.6% | +90.3% | +71.8% |
| 5Y | +136.0% | +34.5% | +101.5% | +93.2% |
| 10Y | +734.7% | +359.3% | +375.5% | +425.2% |
| All | +734.7% | +358.8% | +376.0% | +425.2% |
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 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