+332.9%
AVGO vs TTD
-82.4%
+415.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.0% |
| 7D | -3.0% | +6.3% | -9.3% | -4.1% |
| 30D | -14.4% | -23.9% | +9.5% | -11.0% |
| 3M | -14.4% | -31.4% | +17.0% | -9.4% |
| 6M | +13.1% | -42.7% | +55.8% | +22.5% |
| YTD | +3.8% | -62.0% | +65.8% | +22.0% |
| 1Y | +17.8% | -72.2% | +90.0% | +46.8% |
| All | +332.9% | -82.4% | +415.3% | +451.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling