+1,314.7%
TXN vs AVAV
+478.6%
+836.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.3% |
| 30D | -6.9% | -13.9% | +7.0% | -4.8% |
| 3M | -14.9% | -29.2% | +14.3% | -11.0% |
| 6M | +29.0% | -36.1% | +65.1% | +35.7% |
| YTD | +51.5% | -40.2% | +91.7% | +58.2% |
| 1Y | +41.6% | -36.2% | +77.8% | +44.7% |
| 3Y | +65.8% | +47.5% | +18.3% | +38.0% |
| 5Y | +56.8% | +39.3% | +17.5% | +26.4% |
| 10Y | +387.5% | +482.6% | -95.1% | +180.9% |
| All | +1,314.7% | +478.6% | +836.1% | +611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling