+43,572.7%
TJX vs DVN
+1,216.8%
+42,355.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | +4.5% | -9.1% | -5.3% |
| 30D | -17.2% | +12.0% | -29.1% | -18.7% |
| 3M | -24.9% | +13.4% | -38.3% | -26.6% |
| 6M | -19.7% | +12.1% | -31.8% | -21.7% |
| YTD | -17.2% | +38.8% | -56.0% | -22.1% |
| 1Y | -9.4% | +46.0% | -55.5% | -15.7% |
| 3Y | +43.1% | +9.5% | +33.6% | +36.8% |
| 5Y | +96.7% | +125.3% | -28.6% | +61.0% |
| 10Y | +287.7% | +66.6% | +221.1% | +194.0% |
| All | +43,572.7% | +1,216.8% | +42,355.9% | +22,124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling