-5.0%
AVGO vs TTD
-64.4%
+59.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.3% | +0.6% | +3.7% |
| 7D | 0.0% | +19.9% | -20.0% | -1.3% |
| 30D | -8.2% | +27.6% | -35.8% | -9.4% |
| 3M | -21.3% | +15.2% | -36.4% | -22.3% |
| 6M | -22.5% | -33.2% | +10.7% | -21.3% |
| YTD | -3.6% | -59.4% | +55.8% | +0.3% |
| All | -5.0% | -64.4% | +59.4% | -0.6% |
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 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