+185.3%
DVN vs TTMI
+497.9%
-312.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.8% |
| 7D | -0.1% | +7.5% | -7.6% | -1.4% |
| 30D | +8.0% | -4.5% | +12.5% | +8.2% |
| 3M | +11.9% | -28.5% | +40.5% | +15.8% |
| 6M | +10.6% | +28.4% | -17.7% | +2.0% |
| YTD | +35.4% | +80.1% | -44.7% | +16.3% |
| 1Y | +46.5% | +161.0% | -114.6% | +16.4% |
| 3Y | +3.0% | +862.4% | -859.5% | -36.2% |
| 5Y | +120.5% | +812.9% | -692.4% | +35.4% |
| 10Y | +62.5% | +1,094.7% | -1,032.3% | -4.5% |
| All | +185.3% | +497.9% | -312.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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