+1,140.6%
DVN vs TFC
+2,536.2%
-1,395.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.3% |
| 7D | +10.4% | +2.3% | +8.1% | +9.4% |
| 30D | -6.7% | +10.8% | -17.5% | -10.6% |
| 3M | +5.6% | -3.8% | +9.4% | +6.7% |
| 6M | +0.7% | +9.6% | -8.9% | -3.9% |
| YTD | +29.6% | +5.8% | +23.8% | +24.4% |
| 1Y | +36.3% | +16.2% | +20.2% | +26.1% |
| 3Y | +13.2% | +96.0% | -82.8% | -15.3% |
| 5Y | +38.6% | +1.7% | +36.9% | +29.8% |
| 10Y | +60.9% | +79.9% | -19.0% | +28.7% |
| All | +1,140.6% | +2,536.2% | -1,395.6% | +595.6% |
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