+2,640.8%
AVGO vs TTD
+401.9%
+2,238.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.0% |
| 7D | -3.0% | +6.3% | -9.3% | -4.2% |
| 30D | -14.4% | -23.9% | +9.5% | -10.7% |
| 3M | -14.4% | -31.4% | +17.0% | -9.2% |
| 6M | +13.1% | -42.7% | +55.8% | +22.8% |
| YTD | +3.8% | -62.0% | +65.8% | +21.8% |
| 1Y | +17.8% | -72.2% | +90.0% | +46.0% |
| 3Y | +325.3% | -81.9% | +407.2% | +437.4% |
| 5Y | +689.9% | -81.5% | +771.5% | +810.2% |
| All | +2,640.8% | +401.9% | +2,238.9% | +1,827.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling