+911.5%
TT vs AVAV
+479.1%
+432.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -7.2% | -13.9% | +6.8% | -5.3% |
| 3M | -3.0% | -29.2% | +26.3% | +0.8% |
| 6M | +1.4% | -36.1% | +37.5% | +6.0% |
| YTD | +15.9% | -40.2% | +56.1% | +20.1% |
| 1Y | +9.4% | -36.2% | +45.6% | +11.2% |
| 3Y | +124.4% | +47.5% | +76.8% | +88.9% |
| 5Y | +138.0% | +39.3% | +98.7% | +94.8% |
| All | +911.5% | +479.1% | +432.4% | +429.5% |
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