-29.5%
TTD vs AVTR
+1.1%
-30.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.4% | -2.0% | -5.4% | -6.5% |
| 30D | +3.0% | +8.1% | -5.0% | -0.9% |
| 3M | -27.6% | +54.2% | -81.8% | -42.8% |
| 6M | -49.5% | +82.6% | -132.1% | -63.9% |
| YTD | -63.2% | +29.8% | -93.0% | -68.8% |
| 1Y | -69.7% | +18.0% | -87.7% | -74.2% |
| 3Y | -83.3% | -26.4% | -56.9% | -83.5% |
| 5Y | -80.8% | -64.8% | -16.0% | -68.3% |
| All | -29.5% | +1.1% | -30.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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