+119.7%
DVN vs TT
+146.1%
-26.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | +8.0% | -6.7% | +14.6% | +9.4% |
| 3M | +11.9% | -5.4% | +17.4% | +12.6% |
| 6M | +10.6% | +4.4% | +6.3% | +7.8% |
| YTD | +35.4% | +14.9% | +20.4% | +28.2% |
| 1Y | +46.5% | +9.3% | +37.2% | +40.2% |
| 3Y | +3.0% | +121.7% | -118.8% | -20.0% |
| All | +119.7% | +146.1% | -26.5% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling