+67.3%
DVN vs TEL
+316.2%
-248.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -2.1% |
| 7D | +4.5% | +1.6% | +2.9% | +3.3% |
| 30D | +12.0% | -0.7% | +12.6% | +12.0% |
| 3M | +13.4% | +2.4% | +11.0% | +9.2% |
| 6M | +12.1% | +4.1% | +8.0% | +1.7% |
| YTD | +38.8% | -5.8% | +44.6% | +33.1% |
| 1Y | +46.0% | +0.9% | +45.2% | +30.2% |
| 3Y | +9.5% | +72.6% | -63.1% | -41.4% |
| 5Y | +125.3% | +57.5% | +67.7% | +26.1% |
| All | +67.3% | +316.2% | -248.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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