+29.3%
TYL vs AVAV
-39.0%
+68.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.3% | +13.0% | +4.7% |
| 7D | +17.3% | -10.1% | +27.4% | +17.2% |
| 30D | +28.9% | -18.7% | +47.6% | +29.2% |
| 3M | +35.1% | -33.0% | +68.1% | +36.1% |
| 6M | +29.3% | -37.2% | +66.5% | +30.1% |
| All | +29.3% | -39.0% | +68.4% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling