-80.6%
TTD vs AVTR
-63.6%
-17.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.6% |
| 7D | +1.7% | +7.4% | -5.7% | -1.0% |
| 30D | +1.6% | +12.2% | -10.6% | -2.9% |
| 3M | -27.8% | +57.4% | -85.2% | -40.7% |
| 6M | -52.1% | +86.7% | -138.8% | -63.7% |
| YTD | -63.1% | +33.1% | -96.1% | -67.8% |
| 1Y | -73.1% | +16.1% | -89.2% | -75.9% |
| 3Y | -83.3% | -24.6% | -58.7% | -83.5% |
| 5Y | -80.6% | -63.5% | -17.1% | -61.0% |
| All | -80.6% | -63.6% | -17.0% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling