+468.5%
TXN vs AVAV
+315.4%
+153.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.4% |
| 7D | +9.5% | +4.2% | +5.2% | +8.7% |
| 30D | +8.7% | -2.6% | +11.3% | +9.0% |
| 3M | +11.6% | -38.0% | +49.5% | +19.2% |
| 6M | +0.1% | -27.0% | +27.1% | +3.1% |
| YTD | +78.8% | -51.4% | +130.2% | +91.3% |
| 1Y | +91.2% | -60.2% | +151.4% | +110.8% |
| 3Y | +125.8% | -6.7% | +132.5% | +102.3% |
| 5Y | +83.8% | +28.3% | +55.5% | +47.6% |
| All | +468.5% | +315.4% | +153.1% | +253.1% |
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