-72.0%
TTD vs DVA
+62.2%
-134.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +3.4% |
| 7D | +3.7% | +4.7% | -1.1% | +4.1% |
| 30D | +10.4% | +7.8% | +2.6% | +11.3% |
| 3M | -31.6% | -15.5% | -16.1% | -33.5% |
| 6M | -45.1% | +25.0% | -70.1% | -40.9% |
| YTD | -65.1% | +69.6% | -134.7% | -59.0% |
| 1Y | -72.0% | +60.6% | -132.6% | -66.8% |
| All | -72.0% | +62.2% | -134.2% | -66.8% |
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