-21.9%
TTD vs AVTR
+6.1%
-28.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +20.8% | +3.2% | +17.6% | +19.1% |
| 30D | +27.1% | +0.5% | +26.7% | +26.9% |
| 3M | +14.7% | +12.1% | +2.5% | +8.2% |
| 6M | -26.8% | +91.2% | -118.0% | -48.6% |
| YTD | -59.2% | +36.3% | -95.5% | -66.4% |
| 1Y | -64.7% | +35.2% | -99.9% | -70.8% |
| 3Y | -75.8% | -15.8% | -60.0% | -77.8% |
| 5Y | -84.6% | -58.9% | -25.7% | -76.8% |
| All | -21.9% | +6.1% | -28.0% | -33.3% |
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