+361.1%
TTD vs BKR
+140.6%
+220.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | -1.5% | -3.1% | -4.2% |
| 30D | +3.7% | -0.7% | +4.3% | +3.8% |
| 3M | -30.2% | +0.5% | -30.7% | -30.6% |
| 6M | -51.4% | +6.6% | -58.0% | -53.1% |
| YTD | -63.4% | +41.3% | -104.7% | -68.2% |
| 1Y | -73.5% | +42.2% | -115.7% | -77.1% |
| 3Y | -83.5% | +83.4% | -166.9% | -87.1% |
| 5Y | -80.9% | +203.6% | -284.6% | -87.9% |
| All | +361.1% | +140.6% | +220.5% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling