+39.0%
DVN vs TFC
+20.8%
+18.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.0% | -10.3% | -6.9% |
| 7D | -13.9% | +5.1% | -19.0% | -13.3% |
| 30D | -8.0% | +9.8% | -17.8% | -7.0% |
| 3M | +0.8% | -2.4% | +3.2% | +0.9% |
| 6M | -12.8% | +4.9% | -17.7% | -11.8% |
| YTD | +22.7% | +6.6% | +16.2% | +23.2% |
| 1Y | +39.0% | +21.3% | +17.7% | +27.5% |
| All | +39.0% | +20.8% | +18.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling