-78.2%
TTD vs BROS
+8.6%
-86.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.9% |
| 7D | +19.9% | -19.0% | +38.9% | +26.6% |
| 30D | +27.6% | -7.3% | +34.9% | +29.6% |
| 3M | +15.2% | -31.2% | +46.4% | +27.1% |
| 6M | -33.2% | -33.0% | -0.1% | -26.3% |
| YTD | -59.4% | -42.4% | -17.0% | -53.8% |
| 1Y | -64.4% | -37.7% | -26.6% | -60.5% |
| 3Y | -75.9% | +28.2% | -104.1% | -81.8% |
| 5Y | -82.6% | -43.4% | -39.3% | -84.7% |
| All | -78.2% | +8.6% | -86.8% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling