-27.1%
TTD vs AVTR
+1.7%
-28.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -3.7% |
| 7D | +6.3% | +2.7% | +3.7% | +5.0% |
| 30D | -23.9% | +12.1% | -35.9% | -28.3% |
| 3M | -31.4% | +57.2% | -88.6% | -46.4% |
| 6M | -42.7% | +73.1% | -115.7% | -57.9% |
| YTD | -62.0% | +30.6% | -92.6% | -67.9% |
| 1Y | -72.2% | +13.5% | -85.7% | -75.8% |
| 3Y | -81.9% | -31.0% | -50.9% | -81.3% |
| 5Y | -81.5% | -63.2% | -18.3% | -70.4% |
| All | -27.1% | +1.7% | -28.8% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling