+1,171.8%
DVN vs TT
+16,138.6%
-14,966.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +14.2% | -7.2% | +21.3% | +17.1% |
| 3M | +5.2% | -3.0% | +8.2% | +5.4% |
| 6M | +11.9% | +1.4% | +10.5% | +9.2% |
| YTD | +32.8% | +15.9% | +16.9% | +23.1% |
| 1Y | +38.6% | +9.4% | +29.2% | +30.6% |
| 3Y | +0.5% | +124.4% | -123.8% | -29.5% |
| 5Y | +111.0% | +138.0% | -27.0% | +41.8% |
| 10Y | +56.1% | +886.4% | -830.3% | -34.9% |
| All | +1,171.8% | +16,138.6% | -14,966.8% | +179.9% |
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 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