+36.7%
DVN vs TFC
+1.3%
+35.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.3% |
| 7D | +10.4% | +2.3% | +8.1% | +9.3% |
| 30D | -6.7% | +10.8% | -17.5% | -10.8% |
| 3M | +5.6% | -3.8% | +9.4% | +6.9% |
| 6M | +0.7% | +9.6% | -8.9% | -4.4% |
| YTD | +29.6% | +5.8% | +23.8% | +23.9% |
| 1Y | +36.3% | +16.2% | +20.2% | +24.7% |
| 3Y | +13.2% | +96.0% | -82.8% | -18.5% |
| All | +36.7% | +1.3% | +35.4% | +29.2% |
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