+1,140.6%
DVN vs TT
+15,054.2%
-13,913.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +10.4% | +4.0% | +6.3% | +8.7% |
| 30D | -6.7% | -11.3% | +4.6% | -2.8% |
| 3M | +5.6% | -12.3% | +17.9% | +10.1% |
| 6M | +0.7% | -10.8% | +11.5% | +3.3% |
| YTD | +29.6% | +8.2% | +21.4% | +22.5% |
| 1Y | +36.3% | +1.5% | +34.9% | +31.7% |
| 3Y | +13.2% | +91.5% | -78.3% | -15.6% |
| 5Y | +38.6% | +130.2% | -91.6% | -6.2% |
| 10Y | +60.9% | +727.9% | -667.0% | -29.1% |
| All | +1,140.6% | +15,054.2% | -13,913.6% | +178.7% |
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 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