+6.8%
DVN vs TFC
+91.9%
-85.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | +8.0% | -2.3% | +10.3% | +8.8% |
| 3M | +11.9% | +2.5% | +9.5% | +10.1% |
| 6M | +10.6% | +9.5% | +1.2% | +4.6% |
| YTD | +35.4% | +5.1% | +30.3% | +30.0% |
| 1Y | +46.5% | +15.5% | +31.0% | +33.7% |
| All | +6.8% | +91.9% | -85.1% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling