+120.5%
DVN vs TXT
+13.4%
+107.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.1% | +0.8% | -0.9% | -0.5% |
| 30D | +8.0% | -10.4% | +18.4% | +13.6% |
| 3M | +11.9% | -14.3% | +26.3% | +19.2% |
| 6M | +10.6% | -15.1% | +25.7% | +17.2% |
| YTD | +35.4% | -8.3% | +43.7% | +36.1% |
| 1Y | +46.5% | -0.7% | +47.2% | +39.7% |
| 3Y | +3.0% | +6.0% | -3.0% | -9.4% |
| 5Y | +120.5% | +12.5% | +108.0% | +82.4% |
| All | +120.5% | +13.4% | +107.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling