+2,481.8%
AVGO vs TTD
+516.6%
+1,965.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.3% | +0.6% | +3.3% |
| 7D | 0.0% | +19.9% | -20.0% | -3.5% |
| 30D | -8.2% | +27.6% | -35.8% | -12.6% |
| 3M | -21.3% | +15.2% | -36.4% | -23.8% |
| 6M | -22.5% | -33.2% | +10.7% | -17.9% |
| YTD | -3.6% | -59.4% | +55.8% | +11.7% |
| 1Y | -6.7% | -64.4% | +57.7% | +10.9% |
| 3Y | +258.1% | -75.9% | +334.1% | +330.3% |
| 5Y | +560.9% | -82.6% | +643.5% | +680.0% |
| All | +2,481.8% | +516.6% | +1,965.2% | +1,602.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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