+396.5%
TTMI vs AVAV
+315.4%
+81.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -2.3% |
| 7D | +11.4% | +4.2% | +7.2% | +10.6% |
| 30D | -28.3% | -2.6% | -25.7% | -27.6% |
| 3M | -46.7% | -38.0% | -8.7% | -40.9% |
| 6M | -56.1% | -27.0% | -29.1% | -53.9% |
| YTD | +7.4% | -51.4% | +58.8% | +19.2% |
| 1Y | +17.4% | -60.2% | +77.6% | +36.3% |
| 3Y | +429.1% | -6.7% | +435.8% | +385.2% |
| 5Y | +418.8% | +28.3% | +390.5% | +319.9% |
| All | +396.5% | +315.4% | +81.1% | +174.1% |
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