+125.7%
TT vs AVAV
+7.1%
+118.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.8% | +5.4% | -3.4% |
| 7D | -9.0% | -24.3% | +15.3% | -6.4% |
| 30D | -17.6% | -28.9% | +11.3% | -14.9% |
| 3M | -18.7% | -39.3% | +20.6% | -14.8% |
| 6M | -17.4% | -38.8% | +21.3% | -14.5% |
| YTD | +1.5% | -57.8% | +59.3% | +7.5% |
| 1Y | -9.4% | -70.9% | +61.5% | +0.4% |
| 3Y | +85.1% | -14.8% | +99.9% | +72.5% |
| 5Y | +125.7% | +7.3% | +118.5% | +104.3% |
| All | +125.7% | +7.1% | +118.7% | +104.3% |
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