-5.2%
TJX vs DVN
+41.2%
-46.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.2% |
| 7D | -2.2% | +1.5% | -3.7% | -2.1% |
| 30D | -17.1% | +14.2% | -31.3% | -16.3% |
| 3M | -16.5% | +5.2% | -21.7% | -16.2% |
| 6M | -17.8% | +11.9% | -29.7% | -17.8% |
| YTD | -13.2% | +32.8% | -46.0% | -14.0% |
| 1Y | -5.2% | +38.6% | -43.8% | -5.7% |
| All | -5.2% | +41.2% | -46.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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