-75.9%
TTD vs AVTR
-15.3%
-60.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.7% |
| 7D | +19.9% | -0.1% | +20.0% | +20.0% |
| 30D | +27.6% | -0.6% | +28.3% | +27.8% |
| 3M | +15.2% | +13.4% | +1.8% | +12.6% |
| 6M | -33.2% | +87.4% | -120.6% | -40.7% |
| YTD | -59.4% | +35.9% | -95.2% | -61.9% |
| 1Y | -64.4% | +35.4% | -99.7% | -66.5% |
| 3Y | -75.9% | -16.1% | -59.8% | -77.0% |
| All | -75.9% | -15.3% | -60.6% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling