+641.3%
DVN vs TD
+7,715.7%
-7,074.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.9% |
| 7D | -0.1% | -1.9% | +1.8% | +1.1% |
| 30D | +8.0% | -1.6% | +9.6% | +8.8% |
| 3M | +11.9% | +4.6% | +7.3% | +8.0% |
| 6M | +10.6% | +26.8% | -16.2% | -6.3% |
| YTD | +35.4% | +28.3% | +7.0% | +13.5% |
| 1Y | +46.5% | +60.4% | -14.0% | +6.4% |
| 3Y | +3.0% | +125.7% | -122.8% | -40.4% |
| 5Y | +120.5% | +122.4% | -1.8% | +30.7% |
| 10Y | +62.5% | +297.1% | -234.6% | -23.2% |
| All | +641.3% | +7,715.7% | -7,074.4% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling