+376.4%
TTD vs BRKR
+150.8%
+225.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.8% |
| 7D | -0.6% | -8.7% | +8.0% | +3.5% |
| 30D | +6.3% | -9.9% | +16.2% | +11.1% |
| 3M | -24.1% | -3.1% | -21.0% | -27.1% |
| 6M | -47.4% | +45.5% | -92.9% | -60.9% |
| YTD | -62.2% | +13.7% | -75.9% | -68.1% |
| 1Y | -68.3% | +67.4% | -135.7% | -79.1% |
| 3Y | -83.4% | -13.2% | -70.2% | -85.7% |
| 5Y | -80.3% | -39.5% | -40.8% | -78.4% |
| All | +376.4% | +150.8% | +225.6% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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