+376.4%
TTD vs BKR
+123.3%
+253.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -0.6% | -7.0% | +6.4% | +1.6% |
| 30D | +6.3% | -8.1% | +14.4% | +9.0% |
| 3M | -24.1% | -6.6% | -17.5% | -22.8% |
| 6M | -47.4% | +0.9% | -48.3% | -48.4% |
| YTD | -62.2% | +31.1% | -93.3% | -66.4% |
| 1Y | -68.3% | +27.7% | -96.0% | -71.6% |
| 3Y | -83.4% | +71.2% | -154.6% | -86.8% |
| 5Y | -80.3% | +177.6% | -257.9% | -87.1% |
| All | +376.4% | +123.3% | +253.1% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling