-72.2%
TTD vs BROS
-35.3%
-36.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.5% |
| 7D | +6.3% | -6.7% | +13.0% | +7.8% |
| 30D | -23.9% | -29.1% | +5.2% | -18.2% |
| 3M | -31.4% | -16.7% | -14.7% | -28.8% |
| 6M | -42.7% | -11.6% | -31.1% | -41.5% |
| YTD | -62.0% | -23.9% | -38.1% | -60.6% |
| 1Y | -72.2% | -34.8% | -37.4% | -72.4% |
| All | -72.2% | -35.3% | -36.9% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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