+124.3%
DVN vs TFC
+14.0%
+110.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.0% |
| 7D | +2.5% | -2.5% | +5.0% | +3.6% |
| 30D | +10.2% | -2.8% | +13.0% | +11.4% |
| 3M | +8.1% | +2.1% | +6.0% | +6.3% |
| 6M | +15.9% | +10.1% | +5.8% | +9.1% |
| YTD | +38.2% | +5.4% | +32.8% | +32.4% |
| 1Y | +44.5% | +16.3% | +28.2% | +31.6% |
| 3Y | +5.1% | +95.9% | -90.7% | -26.2% |
| 5Y | +124.3% | +16.0% | +108.3% | +82.0% |
| All | +124.3% | +14.0% | +110.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling