+4.3%
TYL vs AVAV
-14.7%
+19.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.8% | +11.5% | +2.1% |
| 7D | +15.1% | -24.3% | +39.4% | +16.3% |
| 30D | +30.1% | -28.9% | +58.9% | +31.7% |
| 3M | +40.4% | -39.3% | +79.6% | +43.0% |
| 6M | +31.3% | -38.8% | +70.0% | +33.1% |
| YTD | -5.2% | -57.8% | +52.6% | -2.1% |
| 1Y | -6.6% | -70.9% | +64.3% | -2.7% |
| All | +4.3% | -14.7% | +19.0% | +3.2% |
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 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