-84.0%
TTD vs DVA
+91.2%
-175.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -4.6% | +2.0% | -6.6% | -4.7% |
| 30D | +3.7% | -0.4% | +4.0% | +3.7% |
| 3M | -30.2% | -7.7% | -22.6% | -30.0% |
| 6M | -51.4% | +20.0% | -71.4% | -51.7% |
| YTD | -63.4% | +61.1% | -124.5% | -65.0% |
| 1Y | -73.5% | +33.9% | -107.4% | -73.7% |
| All | -84.0% | +91.2% | -175.1% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling