+124.3%
DVN vs TSN
-18.6%
+142.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | +2.5% | +1.4% | +1.2% | +2.1% |
| 30D | +10.2% | -6.2% | +16.3% | +12.1% |
| 3M | +8.1% | -5.7% | +13.8% | +9.4% |
| 6M | +15.9% | -11.4% | +27.2% | +18.7% |
| YTD | +38.2% | -8.2% | +46.4% | +39.8% |
| 1Y | +44.5% | -2.0% | +46.5% | +42.8% |
| 3Y | +5.1% | +11.9% | -6.7% | -1.9% |
| 5Y | +124.3% | -17.8% | +142.1% | +119.2% |
| All | +124.3% | -18.6% | +142.9% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling