+175.2%
TYL vs AVAV
+317.7%
-142.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.8% | +11.5% | +2.8% |
| 7D | +15.1% | -24.3% | +39.4% | +18.6% |
| 30D | +30.1% | -28.9% | +58.9% | +34.8% |
| 3M | +40.4% | -39.3% | +79.6% | +47.9% |
| 6M | +31.3% | -38.8% | +70.0% | +36.4% |
| YTD | -5.2% | -57.8% | +52.6% | +1.9% |
| 1Y | -6.6% | -70.9% | +64.3% | +4.9% |
| 3Y | +3.4% | -14.8% | +18.2% | -5.3% |
| 5Y | -19.3% | +7.3% | -26.6% | -31.4% |
| All | +175.2% | +317.7% | -142.5% | +98.7% |
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