-69.7%
TTD vs DVA
+33.5%
-103.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.5% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +3.0% | +1.7% | +1.3% | +3.3% |
| 3M | -27.6% | -8.7% | -18.9% | -27.8% |
| 6M | -49.5% | +19.7% | -69.1% | -45.9% |
| YTD | -63.2% | +59.6% | -122.8% | -57.6% |
| 1Y | -69.7% | +37.1% | -106.8% | -65.2% |
| All | -69.7% | +33.5% | -103.2% | -65.2% |
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 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