+168.9%
TYL vs AVAV
+361.4%
-192.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.5% | -12.7% | -3.5% |
| 7D | +6.7% | -10.6% | +17.2% | +7.8% |
| 30D | +26.5% | -18.8% | +45.3% | +29.1% |
| 3M | +37.3% | -34.1% | +71.4% | +43.2% |
| 6M | +31.2% | -35.3% | +66.5% | +35.5% |
| YTD | -7.4% | -53.4% | +46.0% | -1.6% |
| 1Y | -9.6% | -65.6% | +56.1% | -0.4% |
| 3Y | +1.9% | -5.1% | +7.0% | -7.9% |
| 5Y | -21.1% | +18.5% | -39.6% | -33.8% |
| All | +168.9% | +361.4% | -192.5% | +91.8% |
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 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