+46.0%
DVN vs TXG
+453.6%
-407.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.6% |
| 7D | +4.5% | +9.5% | -5.0% | +5.1% |
| 30D | +12.0% | +18.8% | -6.8% | +13.3% |
| 3M | +13.4% | +136.1% | -122.7% | +21.5% |
| 6M | +12.1% | +235.2% | -223.1% | +21.8% |
| YTD | +38.8% | +320.5% | -281.7% | +48.8% |
| 1Y | +46.0% | +425.2% | -379.2% | +50.4% |
| All | +46.0% | +453.6% | -407.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling