+58.0%
TXN vs AVAV
+44.7%
+13.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.1% |
| 7D | +2.2% | +3.2% | -1.0% | +1.8% |
| 30D | -9.5% | -20.3% | +10.8% | -7.4% |
| 3M | -10.5% | -19.4% | +8.9% | -9.2% |
| 6M | +35.4% | -35.3% | +70.6% | +39.8% |
| YTD | +51.8% | -38.5% | +90.2% | +55.6% |
| 1Y | +42.9% | -37.2% | +80.1% | +45.2% |
| 3Y | +71.3% | +31.1% | +40.2% | +51.4% |
| 5Y | +58.0% | +41.0% | +17.0% | +31.2% |
| All | +58.0% | +44.7% | +13.3% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling