-72.2%
TTD vs DVA
+35.1%
-107.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.2% |
| 7D | +6.3% | +1.8% | +4.5% | +6.6% |
| 30D | -23.9% | -2.5% | -21.4% | -24.1% |
| 3M | -31.4% | -4.3% | -27.1% | -31.0% |
| 6M | -42.7% | +18.9% | -61.5% | -39.3% |
| YTD | -62.0% | +61.9% | -123.9% | -57.3% |
| 1Y | -72.2% | +35.7% | -107.9% | -66.3% |
| All | -72.2% | +35.1% | -107.4% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling