+97.2%
TJX vs DVN
+120.4%
-23.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.6% | +4.5% | -9.1% | -4.9% |
| 30D | -17.2% | +12.0% | -29.1% | -17.9% |
| 3M | -24.9% | +13.4% | -38.3% | -25.8% |
| 6M | -19.7% | +12.1% | -31.8% | -20.8% |
| YTD | -17.2% | +38.8% | -56.0% | -20.2% |
| 1Y | -9.4% | +46.0% | -55.5% | -13.3% |
| 3Y | +43.1% | +9.5% | +33.6% | +39.5% |
| All | +97.2% | +120.4% | -23.2% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling