+62.5%
DVN vs TYL
+102.8%
-40.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -0.1% | -8.6% | +8.5% | +2.0% |
| 30D | +8.0% | +7.5% | +0.4% | +5.9% |
| 3M | +11.9% | +10.9% | +1.0% | +8.4% |
| 6M | +10.6% | -6.7% | +17.3% | +11.5% |
| YTD | +35.4% | -24.5% | +59.9% | +43.0% |
| 1Y | +46.5% | -38.6% | +85.1% | +63.4% |
| 3Y | +3.0% | -12.6% | +15.6% | +2.3% |
| 5Y | +120.5% | -28.2% | +148.8% | +125.0% |
| 10Y | +62.5% | +104.0% | -41.6% | +25.7% |
| All | +62.5% | +102.8% | -40.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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