+67.3%
DVN vs TD
+306.3%
-239.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.3% |
| 7D | +4.5% | -0.5% | +5.1% | +5.1% |
| 30D | +12.0% | -1.9% | +13.9% | +13.8% |
| 3M | +13.4% | +4.8% | +8.6% | +6.1% |
| 6M | +12.1% | +28.0% | -15.9% | -18.0% |
| YTD | +38.8% | +30.3% | +8.5% | -1.3% |
| 1Y | +46.0% | +59.8% | -13.7% | -18.7% |
| 3Y | +9.5% | +124.7% | -115.2% | -61.2% |
| 5Y | +125.3% | +127.0% | -1.7% | -23.7% |
| All | +67.3% | +306.3% | -239.0% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling