+5.5%
DVN vs TMF
-41.1%
+46.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.3% | +1.0% | -2.3% | -1.2% |
| 30D | +12.6% | -1.8% | +14.5% | +12.5% |
| 3M | +8.1% | -8.2% | +16.4% | +7.6% |
| 6M | +10.2% | -19.5% | +29.7% | +9.2% |
| YTD | +33.8% | -16.0% | +49.7% | +32.8% |
| 1Y | +43.9% | -22.5% | +66.4% | +42.6% |
| All | +5.5% | -41.1% | +46.6% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling