-77.4%
TTD vs BROS
+7.7%
-85.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | +20.8% | -20.4% | +41.2% | +28.2% |
| 30D | +33.8% | -6.1% | +39.9% | +35.4% |
| 3M | +17.8% | -29.4% | +47.2% | +29.1% |
| 6M | -25.7% | -31.5% | +5.8% | -18.7% |
| YTD | -57.9% | -42.8% | -15.1% | -52.0% |
| 1Y | -63.8% | -37.5% | -26.4% | -60.0% |
| 3Y | -75.0% | +27.2% | -102.2% | -81.1% |
| 5Y | -82.5% | -47.0% | -35.6% | -84.6% |
| All | -77.4% | +7.7% | -85.2% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling