-80.4%
TTD vs BKR
+174.4%
-254.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +2.6% |
| 7D | -7.4% | -6.7% | -0.8% | -5.6% |
| 30D | +3.0% | -8.3% | +11.4% | +5.6% |
| 3M | -27.6% | -5.4% | -22.2% | -26.7% |
| 6M | -49.5% | +0.8% | -50.3% | -50.4% |
| YTD | -63.2% | +31.8% | -95.0% | -67.4% |
| 1Y | -69.7% | +28.6% | -98.3% | -73.1% |
| 3Y | -83.3% | +71.2% | -154.6% | -86.8% |
| All | -80.4% | +174.4% | -254.8% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling