-85.4%
TTD vs AVAV
+18.1%
-103.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.5% | -9.5% | -1.4% |
| 7D | +5.2% | -10.6% | +15.8% | +7.5% |
| 30D | +6.9% | -18.8% | +25.7% | +11.6% |
| 3M | -26.8% | -34.1% | +7.3% | -20.8% |
| 6M | -46.1% | -35.3% | -10.8% | -43.1% |
| YTD | -65.9% | -53.4% | -12.6% | -62.5% |
| 1Y | -71.8% | -65.6% | -6.2% | -66.0% |
| 3Y | -83.3% | -5.1% | -78.2% | -87.9% |
| All | -85.4% | +18.1% | -103.6% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling