+1,133.8%
TTMI vs AVAV
+478.6%
+655.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.6% | +9.3% |
| 7D | +5.9% | -2.2% | +8.1% | +6.4% |
| 30D | -4.3% | -13.9% | +9.6% | -1.1% |
| 3M | -32.0% | -29.2% | -2.8% | -27.5% |
| 6M | +19.5% | -36.1% | +55.6% | +28.9% |
| YTD | +82.0% | -40.2% | +122.2% | +94.2% |
| 1Y | +172.6% | -36.2% | +208.8% | +185.3% |
| 3Y | +744.7% | +47.5% | +697.1% | +575.2% |
| 5Y | +805.6% | +39.3% | +766.3% | +593.2% |
| 10Y | +1,057.6% | +482.6% | +575.0% | +432.0% |
| All | +1,133.8% | +478.6% | +655.2% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling