+67.3%
DVN vs TSN
-4.9%
+72.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +4.5% | +3.0% | +1.5% | +3.0% |
| 30D | +12.0% | -4.2% | +16.2% | +14.0% |
| 3M | +13.4% | -3.9% | +17.3% | +14.6% |
| 6M | +12.1% | -9.8% | +21.9% | +15.7% |
| YTD | +38.8% | -7.3% | +46.1% | +41.0% |
| 1Y | +46.0% | -2.2% | +48.2% | +44.0% |
| 3Y | +9.5% | +11.9% | -2.4% | -2.0% |
| 5Y | +125.3% | -16.9% | +142.2% | +129.8% |
| All | +67.3% | -4.9% | +72.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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