+5.0%
DVN vs TMF
-30.8%
+35.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +1.9% |
| 7D | -8.8% | -1.1% | -7.8% | -8.9% |
| 30D | -10.0% | +11.8% | -21.9% | -8.8% |
| 3M | -3.7% | -4.0% | +0.4% | -3.9% |
| 6M | -3.5% | -16.5% | +13.0% | -4.8% |
| YTD | +20.8% | -19.9% | +40.7% | +19.0% |
| 1Y | +31.2% | -25.6% | +56.8% | +29.0% |
| 3Y | +5.0% | -29.9% | +34.9% | +4.9% |
| All | +5.0% | -30.8% | +35.8% | +4.9% |
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