+1,097.2%
DVN vs TT
+15,302.6%
-14,205.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.2% |
| 7D | +1.9% | +3.5% | -1.6% | +0.5% |
| 30D | -8.2% | -11.0% | +2.8% | -4.5% |
| 3M | -0.3% | -12.0% | +11.7% | +3.8% |
| 6M | -2.5% | -10.4% | +7.9% | -0.2% |
| YTD | +25.0% | +9.9% | +15.1% | +17.5% |
| 1Y | +31.1% | +1.5% | +29.6% | +26.7% |
| 3Y | +8.7% | +93.7% | -85.0% | -19.2% |
| 5Y | +33.3% | +139.2% | -105.9% | -11.0% |
| 10Y | +55.3% | +741.5% | -686.2% | -32.0% |
| All | +1,097.2% | +15,302.6% | -14,205.4% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling