+508.5%
TTD vs AVAV
+315.4%
+193.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.1% |
| 7D | +21.3% | +4.2% | +17.0% | +20.2% |
| 30D | +28.7% | -2.6% | +31.3% | +29.2% |
| 3M | +7.7% | -38.0% | +45.7% | +20.9% |
| 6M | -23.5% | -27.0% | +3.5% | -21.2% |
| YTD | -58.7% | -51.4% | -7.3% | -54.4% |
| 1Y | -63.4% | -60.2% | -3.2% | -57.4% |
| 3Y | -75.3% | -6.7% | -68.6% | -80.2% |
| 5Y | -84.4% | +28.3% | -112.7% | -89.4% |
| All | +508.5% | +315.4% | +193.0% | +209.5% |
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