+45.0%
TXN vs AVAV
-40.1%
+85.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.4% |
| 7D | +2.7% | -3.2% | +5.8% | +2.8% |
| 30D | -6.7% | -25.6% | +18.8% | -5.1% |
| 3M | -8.9% | -20.2% | +11.3% | -8.2% |
| 6M | +34.7% | -38.1% | +72.7% | +36.2% |
| YTD | +53.3% | -41.8% | +95.1% | +54.9% |
| 1Y | +45.0% | -39.0% | +84.1% | +54.4% |
| All | +45.0% | -40.1% | +85.2% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling