-68.3%
TTD vs DVN
+47.2%
-115.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.7% |
| 7D | -0.6% | +4.5% | -5.1% | -0.5% |
| 30D | +6.3% | +12.0% | -5.7% | +6.7% |
| 3M | -24.1% | +13.4% | -37.5% | -23.7% |
| 6M | -47.4% | +12.1% | -59.5% | -47.2% |
| YTD | -62.2% | +38.8% | -101.0% | -62.4% |
| 1Y | -68.3% | +46.0% | -114.3% | -68.5% |
| All | -68.3% | +47.2% | -115.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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