+1,084.3%
TTMI vs AVAV
+520.8%
+563.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.5% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -6.4% | -25.0% | +18.5% | -0.7% |
| 3M | -28.9% | -15.0% | -14.0% | -27.6% |
| 6M | +26.9% | -33.6% | +60.5% | +34.9% |
| YTD | +77.3% | -39.2% | +116.5% | +87.3% |
| 1Y | +147.5% | -40.5% | +188.0% | +162.3% |
| 3Y | +847.6% | +29.6% | +818.0% | +706.2% |
| 5Y | +802.2% | +56.7% | +745.5% | +598.1% |
| All | +1,084.3% | +520.8% | +563.5% | +508.8% |
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