How do I write off an investment that was not done through a brokerage?

It depends.  An investment that was sold is treated like a stock sale or a collectible sale.

1. Open (continue) your return in TurboTax.
2. In the search box, search for investment sales then click the 'Jump to'... link in the search results.
3. Answer Yes to the question Did you sell any investments?
   • If you land on the Here's the investment sales we have so far screen, click Add More Sales.
4. Answer No to the 1099-B question if asked.
5. On the next screen, select the type of sale you had (stock, second home, collectible, land etc.) and click Continue.
6. Continue following the onscreen instructions to enter the sale. 

If you do have a sale of a collectible it's important to make that selection.  If not, then you can select other or something that represents your investment sale.

Collectibles include:

Artworks,

Rugs,

Antiques,

Metals,

Gems,

Stamps,

Coins,

Alcoholic beverages, and

Certain other tangible personal property.