+558.1%
TTD vs AVAV
+358.8%
+199.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +4.0% |
| 7D | +19.9% | 0.0% | +19.9% | +19.6% |
| 30D | +27.6% | -9.9% | +37.6% | +30.6% |
| 3M | +15.2% | -34.7% | +49.9% | +27.5% |
| 6M | -33.2% | -26.6% | -6.6% | -31.2% |
| YTD | -59.4% | -48.9% | -10.4% | -55.8% |
| 1Y | -64.4% | -63.0% | -1.3% | -57.4% |
| 3Y | -75.9% | +1.6% | -77.5% | -81.3% |
| 5Y | -82.6% | +34.5% | -117.1% | -88.3% |
| 10Y | +558.1% | +359.3% | +198.9% | +208.6% |
| All | +558.1% | +358.8% | +199.4% | +208.6% |
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