+53.4%
DVN vs TMF
-68.9%
+122.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.4% |
| 7D | +1.5% | -1.4% | +2.9% | +1.2% |
| 30D | +14.2% | -2.8% | +17.0% | +13.6% |
| 3M | +5.2% | -10.9% | +16.2% | +3.0% |
| 6M | +11.9% | -21.3% | +33.2% | +6.9% |
| YTD | +32.8% | -15.9% | +48.7% | +29.1% |
| 1Y | +38.6% | -15.7% | +54.3% | +35.2% |
| 3Y | +0.5% | -43.4% | +43.9% | -7.6% |
| 5Y | +111.0% | -87.8% | +198.8% | +35.3% |
| 10Y | +56.1% | -86.7% | +142.9% | +19.3% |
| All | +53.4% | -68.9% | +122.2% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling