-75.3%
TTD vs DVN
+12.2%
-87.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +21.3% | +10.4% | +10.9% | +19.0% |
| 30D | +28.7% | -6.7% | +35.4% | +29.9% |
| 3M | +7.7% | +5.6% | +2.1% | +5.4% |
| 6M | -23.5% | +0.7% | -24.1% | -24.5% |
| YTD | -58.7% | +29.6% | -88.3% | -62.7% |
| 1Y | -63.4% | +36.3% | -99.7% | -67.6% |
| 3Y | -75.3% | +13.2% | -88.4% | -78.7% |
| All | -75.3% | +12.2% | -87.5% | -78.7% |
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