-68.3%
TTD vs BKR
+28.9%
-97.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | -0.6% | -7.0% | +6.4% | -0.9% |
| 30D | +6.3% | -8.1% | +14.4% | +6.0% |
| 3M | -24.1% | -6.6% | -17.5% | -24.2% |
| 6M | -47.4% | +0.9% | -48.3% | -46.9% |
| YTD | -62.2% | +31.1% | -93.3% | -64.2% |
| 1Y | -68.3% | +27.7% | -96.0% | -69.6% |
| All | -68.3% | +28.9% | -97.2% | -69.6% |
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