+33.3%
DVN vs TT
+137.2%
-103.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.4% |
| 7D | +1.9% | +3.5% | -1.6% | +1.2% |
| 30D | -8.2% | -11.0% | +2.8% | -6.3% |
| 3M | -0.3% | -12.0% | +11.7% | +1.9% |
| 6M | -2.5% | -10.4% | +7.9% | -1.2% |
| YTD | +25.0% | +9.9% | +15.1% | +19.3% |
| 1Y | +31.1% | +1.5% | +29.6% | +27.8% |
| 3Y | +8.7% | +93.7% | -85.0% | -12.1% |
| 5Y | +33.3% | +139.2% | -105.9% | -1.2% |
| All | +33.3% | +137.2% | -103.9% | -1.2% |
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