+17.4%
DVN vs TNA
+924.1%
-906.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +4.5% | -7.3% | +11.8% | +7.2% |
| 30D | +12.0% | -14.2% | +26.1% | +17.7% |
| 3M | +13.4% | -4.6% | +18.0% | +13.6% |
| 6M | +12.1% | +36.9% | -24.8% | -5.0% |
| YTD | +38.8% | +42.5% | -3.7% | +14.4% |
| 1Y | +46.0% | +45.8% | +0.3% | +17.0% |
| 3Y | +9.5% | +104.7% | -95.2% | -32.8% |
| 5Y | +125.3% | -21.7% | +147.0% | +72.4% |
| 10Y | +66.6% | +83.8% | -17.2% | -21.8% |
| All | +17.4% | +924.1% | -906.7% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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