+2,548.5%
AVGO vs TTD
+455.8%
+2,092.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.3% |
| 7D | +6.1% | +20.8% | -14.7% | +2.3% |
| 30D | -2.7% | +33.8% | -36.5% | -8.1% |
| 3M | -16.9% | +17.8% | -34.7% | -19.9% |
| 6M | -19.1% | -25.7% | +6.6% | -16.1% |
| YTD | +0.3% | -57.9% | +58.2% | +15.1% |
| 1Y | -1.2% | -63.8% | +62.7% | +16.7% |
| 3Y | +272.4% | -75.0% | +347.5% | +343.2% |
| 5Y | +579.0% | -82.5% | +661.6% | +699.1% |
| 10Y | +2,584.7% | +527.9% | +2,056.8% | +1,725.5% |
| All | +2,548.5% | +455.8% | +2,092.7% | +1,720.2% |
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 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