+56.1%
DVN vs TMF
-81.8%
+137.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.3% | +1.9% |
| 7D | +7.8% | -8.2% | +16.0% | +5.9% |
| 30D | -7.9% | +5.3% | -13.3% | -6.7% |
| 3M | +3.7% | -8.5% | +12.2% | +2.3% |
| 6M | +0.2% | -17.2% | +17.4% | -2.8% |
| YTD | +28.6% | -23.4% | +52.0% | +23.3% |
| 1Y | +34.6% | -30.2% | +64.9% | +26.7% |
| 3Y | +11.8% | -32.9% | +44.7% | +8.0% |
| 5Y | +37.6% | -88.5% | +126.1% | -17.4% |
| All | +56.1% | -81.8% | +137.9% | +18.8% |
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