+200.9%
DVN vs TCOM
+2,569.4%
-2,368.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.9% |
| 7D | -0.1% | -10.2% | +10.1% | +2.3% |
| 30D | +8.0% | -16.8% | +24.8% | +12.4% |
| 3M | +11.9% | -16.7% | +28.6% | +16.1% |
| 6M | +10.6% | -27.1% | +37.7% | +17.7% |
| YTD | +35.4% | -45.5% | +80.9% | +52.6% |
| 1Y | +46.5% | -45.9% | +92.3% | +65.2% |
| 3Y | +3.0% | +9.8% | -6.8% | -5.8% |
| 5Y | +120.5% | +23.8% | +96.7% | +82.1% |
| 10Y | +62.5% | -10.8% | +73.2% | +40.3% |
| All | +200.9% | +2,569.4% | -2,368.5% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling