-72.0%
TTD vs BKR
+5.7%
-77.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.4% | +1.9% |
| 7D | +3.7% | -8.8% | +12.4% | +2.1% |
| 30D | +10.4% | -13.1% | +23.5% | +8.4% |
| 3M | -31.6% | -18.9% | -12.7% | -33.3% |
| 6M | -45.1% | -27.2% | -17.9% | -46.8% |
| YTD | -65.1% | +10.7% | -75.8% | -66.9% |
| 1Y | -72.0% | +9.7% | -81.7% | -73.8% |
| All | -72.0% | +5.7% | -77.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling