+379.4%
TTD vs AVAV
+505.5%
-126.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -3.9% |
| 7D | +6.3% | -2.2% | +8.6% | +7.0% |
| 30D | -23.9% | -13.9% | -10.0% | -21.8% |
| 3M | -31.4% | -29.2% | -2.2% | -27.1% |
| 6M | -42.7% | -36.1% | -6.5% | -38.7% |
| YTD | -62.0% | -40.2% | -21.8% | -60.0% |
| 1Y | -72.2% | -36.2% | -36.0% | -72.0% |
| 3Y | -81.9% | +47.5% | -129.5% | -87.6% |
| 5Y | -81.5% | +39.3% | -120.8% | -87.6% |
| All | +379.4% | +505.5% | -126.1% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling