+62.5%
DVN vs TMF
-86.2%
+148.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +0.8% |
| 7D | -0.1% | -0.9% | +0.8% | -0.3% |
| 30D | +8.0% | -1.0% | +9.0% | +7.9% |
| 3M | +11.9% | -11.3% | +23.2% | +9.7% |
| 6M | +10.6% | -22.7% | +33.3% | +5.8% |
| YTD | +35.4% | -17.3% | +52.7% | +31.5% |
| 1Y | +46.5% | -22.5% | +68.9% | +40.8% |
| 3Y | +3.0% | -43.2% | +46.2% | -4.7% |
| 5Y | +120.5% | -88.3% | +208.8% | +33.4% |
| 10Y | +62.5% | -86.0% | +148.5% | +23.2% |
| All | +62.5% | -86.2% | +148.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling