+364.1%
TTD vs DVA
+179.1%
+185.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.9% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +3.0% | +1.7% | +1.3% | +2.6% |
| 3M | -27.6% | -8.7% | -18.9% | -26.5% |
| 6M | -49.5% | +19.7% | -69.1% | -52.4% |
| YTD | -63.2% | +59.6% | -122.8% | -68.5% |
| 1Y | -69.7% | +37.1% | -106.8% | -73.0% |
| 3Y | -83.3% | +89.8% | -173.1% | -87.1% |
| 5Y | -80.8% | +47.4% | -128.2% | -84.4% |
| All | +364.1% | +179.1% | +185.1% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling