+9.5%
DVN vs TCOM
+8.0%
+1.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +4.5% | -4.9% | +9.4% | +4.8% |
| 30D | +12.0% | -14.4% | +26.4% | +13.1% |
| 3M | +13.4% | -17.7% | +31.1% | +14.8% |
| 6M | +12.1% | -25.1% | +37.2% | +14.1% |
| YTD | +38.8% | -45.7% | +84.6% | +44.8% |
| 1Y | +46.0% | -47.9% | +93.9% | +52.9% |
| 3Y | +9.5% | +8.9% | +0.5% | +10.4% |
| All | +9.5% | +8.0% | +1.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling