-83.4%
TTD vs BRO
-7.6%
-75.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | -0.6% | -7.3% | +6.7% | +2.0% |
| 30D | +6.3% | -6.9% | +13.2% | +8.9% |
| 3M | -24.1% | +10.7% | -34.8% | -26.4% |
| 6M | -47.4% | -2.7% | -44.7% | -47.3% |
| YTD | -62.2% | -16.3% | -45.9% | -60.7% |
| 1Y | -68.3% | -29.1% | -39.2% | -65.7% |
| 3Y | -83.4% | -7.8% | -75.6% | -84.3% |
| All | -83.4% | -7.6% | -75.8% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling