+2,551.3%
TYL vs AVAV
+478.6%
+2,072.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.8% |
| 7D | -3.7% | -2.2% | -1.5% | -3.4% |
| 30D | +18.7% | -13.9% | +32.7% | +21.1% |
| 3M | +18.1% | -29.2% | +47.4% | +22.8% |
| 6M | -1.1% | -36.1% | +35.0% | +3.5% |
| YTD | -19.8% | -40.2% | +20.4% | -16.3% |
| 1Y | -34.3% | -36.2% | +1.9% | -33.0% |
| 3Y | -8.2% | +47.5% | -55.8% | -23.5% |
| 5Y | -25.4% | +39.3% | -64.7% | -39.4% |
| 10Y | +115.6% | +482.6% | -367.0% | +23.0% |
| All | +2,551.3% | +478.6% | +2,072.7% | +1,273.9% |
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