-80.2%
TTD vs BROS
+41.2%
-121.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | +1.7% | -0.9% | +2.7% | +2.0% |
| 30D | +1.6% | -13.5% | +15.0% | +5.7% |
| 3M | -27.8% | -18.4% | -9.4% | -24.3% |
| 6M | -52.1% | -10.6% | -41.5% | -51.5% |
| YTD | -63.1% | -25.1% | -38.0% | -60.8% |
| 1Y | -73.1% | -28.6% | -44.4% | -71.2% |
| 3Y | -83.3% | +65.6% | -148.9% | -88.2% |
| All | -80.2% | +41.2% | -121.4% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling