-1.8%
DVN vs TEL
+707.4%
-709.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.3% |
| 7D | -0.1% | +1.2% | -1.3% | -1.0% |
| 30D | +8.0% | -4.1% | +12.1% | +10.4% |
| 3M | +11.9% | -2.6% | +14.5% | +11.4% |
| 6M | +10.6% | 0.0% | +10.6% | +4.7% |
| YTD | +35.4% | -9.1% | +44.4% | +33.9% |
| 1Y | +46.5% | -0.8% | +47.3% | +35.2% |
| 3Y | +3.0% | +67.4% | -64.4% | -35.1% |
| 5Y | +120.5% | +51.8% | +68.8% | +46.1% |
| 10Y | +62.5% | +299.4% | -237.0% | -39.1% |
| All | -1.8% | +707.4% | -709.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling