+10.3%
AVGO vs TTD
-72.9%
+83.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.8% | +5.8% | +3.0% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -13.8% | +1.6% | -15.4% | -13.8% |
| 3M | -6.9% | -27.8% | +20.9% | -6.9% |
| 6M | +11.9% | -52.1% | +64.1% | +12.5% |
| YTD | +6.9% | -63.1% | +69.9% | +1.2% |
| All | +10.3% | -72.9% | +83.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling