+67.3%
DVN vs TT
+961.2%
-894.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +4.5% | -1.2% | +5.7% | +5.2% |
| 30D | +12.0% | -7.3% | +19.3% | +16.4% |
| 3M | +13.4% | -3.6% | +17.0% | +14.1% |
| 6M | +12.1% | +2.8% | +9.3% | +6.7% |
| YTD | +38.8% | +14.5% | +24.3% | +23.3% |
| 1Y | +46.0% | +7.4% | +38.6% | +33.6% |
| 3Y | +9.5% | +116.2% | -106.7% | -39.9% |
| 5Y | +125.3% | +147.4% | -22.1% | +7.4% |
| All | +67.3% | +961.2% | -894.0% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling