+135.7%
TT vs AVAV
+34.3%
+101.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.6% | -7.9% | +3.4% |
| 7D | +1.7% | +3.2% | -1.4% | +1.3% |
| 30D | -11.8% | -7.4% | -4.4% | -11.4% |
| 3M | -12.6% | -32.0% | +19.4% | -9.5% |
| 6M | -9.4% | -24.6% | +15.2% | -8.2% |
| YTD | +8.8% | -47.5% | +56.3% | +12.5% |
| 1Y | -2.5% | -61.5% | +59.0% | +4.7% |
| 3Y | +95.7% | +5.5% | +90.2% | +78.3% |
| 5Y | +135.7% | +35.7% | +100.0% | +98.9% |
| All | +135.7% | +34.3% | +101.5% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling