+415.7%
TXN vs AVAV
+478.0%
-62.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.8% |
| 7D | +2.7% | -3.2% | +5.8% | +3.1% |
| 30D | -6.7% | -25.6% | +18.8% | -2.6% |
| 3M | -8.9% | -20.2% | +11.3% | -6.8% |
| 6M | +34.7% | -38.1% | +72.7% | +41.9% |
| YTD | +53.3% | -41.8% | +95.1% | +60.2% |
| 1Y | +45.0% | -39.0% | +84.1% | +48.8% |
| 3Y | +73.1% | +24.1% | +49.0% | +48.3% |
| 5Y | +59.9% | +53.0% | +6.9% | +25.5% |
| 10Y | +415.7% | +493.8% | -78.2% | +199.1% |
| All | +415.7% | +478.0% | -62.3% | +199.1% |
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