+67.3%
DVN vs TFC
+98.7%
-31.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +4.5% | -2.4% | +6.9% | +6.2% |
| 30D | +12.0% | -3.4% | +15.3% | +14.3% |
| 3M | +13.4% | +0.4% | +13.0% | +11.9% |
| 6M | +12.1% | +12.7% | -0.6% | +0.6% |
| YTD | +38.8% | +5.6% | +33.2% | +29.4% |
| 1Y | +46.0% | +16.0% | +30.0% | +26.9% |
| 3Y | +9.5% | +94.0% | -84.5% | -37.5% |
| 5Y | +125.3% | +16.2% | +109.1% | +77.7% |
| All | +67.3% | +98.7% | -31.5% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling