+2,722.5%
AVGO vs TTD
+387.7%
+2,334.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.8% | +5.8% | +3.5% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | -13.8% | +1.6% | -15.4% | -14.3% |
| 3M | -6.9% | -27.8% | +20.9% | -2.2% |
| 6M | +11.9% | -52.1% | +64.1% | +26.2% |
| YTD | +6.9% | -63.1% | +69.9% | +26.1% |
| 1Y | +7.4% | -73.1% | +80.5% | +33.9% |
| 3Y | +345.6% | -83.3% | +428.9% | +471.6% |
| 5Y | +718.9% | -80.6% | +799.5% | +834.1% |
| All | +2,722.5% | +387.7% | +2,334.8% | +1,895.6% |
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