+104.0%
TXN vs AVAV
-5.8%
+109.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.7% | -1.3% |
| 7D | -7.8% | -10.6% | +2.8% | -6.9% |
| 30D | -3.6% | -18.8% | +15.2% | -1.8% |
| 3M | +0.1% | -34.1% | +34.2% | +3.6% |
| 6M | -3.2% | -35.3% | +32.1% | -0.4% |
| YTD | +63.4% | -53.4% | +116.7% | +70.4% |
| 1Y | +75.6% | -65.6% | +141.3% | +89.0% |
| 3Y | +104.0% | -5.1% | +109.1% | +90.1% |
| All | +104.0% | -5.8% | +109.8% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling