+39.0%
DVN vs TT
-6.5%
+45.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.7% | -7.7% |
| 7D | -13.9% | -8.5% | -5.5% | -15.4% |
| 30D | -8.0% | -12.8% | +4.8% | -10.4% |
| 3M | +0.8% | -12.9% | +13.7% | -1.5% |
| 6M | -12.8% | -15.2% | +2.5% | -14.4% |
| YTD | +22.7% | +6.2% | +16.5% | +23.0% |
| 1Y | +39.0% | -4.5% | +43.5% | +35.9% |
| All | +39.0% | -6.5% | +45.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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