+527.9%
TTD vs AVAV
+360.4%
+167.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +20.8% | +9.9% | +10.9% | +17.8% |
| 30D | +33.8% | -5.4% | +39.2% | +35.2% |
| 3M | +17.8% | -36.5% | +54.4% | +31.4% |
| 6M | -25.7% | -25.3% | -0.5% | -24.0% |
| YTD | -57.9% | -48.6% | -9.3% | -54.2% |
| 1Y | -63.8% | -62.1% | -1.8% | -57.1% |
| 3Y | -75.0% | +2.3% | -77.3% | -80.6% |
| 5Y | -82.5% | +35.4% | -117.9% | -88.3% |
| 10Y | +527.9% | +345.1% | +182.8% | +212.3% |
| All | +527.9% | +360.4% | +167.5% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling