-83.9%
TTD vs DVN
+4.2%
-88.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | -7.4% | +2.5% | -9.9% | -7.9% |
| 30D | +3.0% | +10.2% | -7.2% | +0.8% |
| 3M | -27.6% | +8.1% | -35.7% | -29.0% |
| 6M | -49.5% | +15.9% | -65.4% | -51.8% |
| YTD | -63.2% | +38.2% | -101.4% | -66.7% |
| 1Y | -69.7% | +44.5% | -114.2% | -73.1% |
| All | -83.9% | +4.2% | -88.0% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling