+1,196.2%
DVN vs TSN
+896.6%
+299.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -0.1% | -7.3% | +7.2% | +1.7% |
| 30D | +8.0% | -8.6% | +16.6% | +10.3% |
| 3M | +11.9% | -7.5% | +19.5% | +13.7% |
| 6M | +10.6% | -14.1% | +24.8% | +14.1% |
| YTD | +35.4% | -9.4% | +44.8% | +37.6% |
| 1Y | +46.5% | -4.1% | +50.5% | +46.6% |
| 3Y | +3.0% | +10.3% | -7.4% | -1.3% |
| 5Y | +120.5% | -19.7% | +140.2% | +126.8% |
| 10Y | +62.5% | -7.0% | +69.5% | +60.2% |
| All | +1,196.2% | +896.6% | +299.5% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling