+36.3%
DVN vs TT
-2.3%
+38.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.5% |
| 7D | +10.4% | +4.0% | +6.3% | +11.1% |
| 30D | -6.7% | -11.3% | +4.6% | -8.7% |
| 3M | +5.6% | -12.3% | +17.9% | +3.3% |
| 6M | +0.7% | -10.8% | +11.5% | -0.7% |
| YTD | +29.6% | +8.2% | +21.4% | +29.1% |
| 1Y | +36.3% | +1.5% | +34.9% | +34.9% |
| All | +36.3% | -2.3% | +38.6% | +34.9% |
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