+474.0%
AVGO vs TTD
-84.7%
+558.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -9.9% | +5.2% | -15.1% | -10.8% |
| 30D | -22.0% | +6.9% | -28.9% | -23.1% |
| 3M | -30.0% | -26.8% | -3.2% | -26.6% |
| 6M | -30.7% | -46.1% | +15.4% | -23.3% |
| YTD | -14.7% | -65.9% | +51.3% | +2.8% |
| 1Y | -16.8% | -71.8% | +55.0% | +4.3% |
| 3Y | +244.4% | -83.3% | +327.7% | +342.5% |
| All | +474.0% | -84.7% | +558.7% | +604.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling