-75.3%
TTD vs DVA
+105.9%
-181.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +21.3% | -8.8% | +30.0% | +21.6% |
| 30D | +28.7% | -3.4% | +32.1% | +28.8% |
| 3M | +7.7% | -2.6% | +10.3% | +7.7% |
| 6M | -23.5% | -11.9% | -11.6% | -23.2% |
| YTD | -58.7% | +53.6% | -112.3% | -60.0% |
| 1Y | -63.4% | +41.9% | -105.3% | -64.0% |
| 3Y | -75.3% | +97.5% | -172.8% | -80.6% |
| All | -75.3% | +105.9% | -181.2% | -80.6% |
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