+146.0%
TT vs AVAV
+39.7%
+106.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | -7.4% | -13.9% | +6.6% | -6.0% |
| 3M | -3.2% | -29.2% | +26.0% | -0.4% |
| 6M | +1.1% | -36.1% | +37.2% | +4.5% |
| YTD | +15.6% | -40.2% | +55.8% | +18.5% |
| 1Y | +9.2% | -36.2% | +45.4% | +10.2% |
| 3Y | +124.4% | +47.5% | +76.8% | +96.9% |
| All | +146.0% | +39.7% | +106.4% | +112.4% |
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 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