+1,180.8%
DVN vs TFC
+2,539.0%
-1,358.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.5% |
| 7D | -1.3% | +2.2% | -3.6% | -2.2% |
| 30D | +12.6% | -2.5% | +15.1% | +13.5% |
| 3M | +8.1% | +4.5% | +3.6% | +5.7% |
| 6M | +10.2% | +11.0% | -0.8% | +4.4% |
| YTD | +33.8% | +5.9% | +27.9% | +28.8% |
| 1Y | +43.9% | +14.6% | +29.3% | +34.2% |
| 3Y | +1.7% | +96.7% | -95.0% | -24.0% |
| 5Y | +119.6% | +15.6% | +104.0% | +97.0% |
| 10Y | +53.7% | +98.6% | -44.9% | +20.1% |
| All | +1,180.8% | +2,539.0% | -1,358.2% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling