-80.3%
TTD vs BROS
+33.7%
-113.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.6% |
| 7D | -7.4% | -6.1% | -1.4% | -5.8% |
| 30D | +3.0% | -12.4% | +15.4% | +6.8% |
| 3M | -27.6% | -27.9% | +0.4% | -21.2% |
| 6M | -49.5% | -16.8% | -32.7% | -47.8% |
| YTD | -63.2% | -29.0% | -34.2% | -60.3% |
| 1Y | -69.7% | -33.2% | -36.5% | -67.0% |
| 3Y | -83.3% | +56.8% | -140.1% | -88.0% |
| All | -80.3% | +33.7% | -113.9% | -84.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling