+1,779.8%
TSM vs DVN
+69.2%
+1,710.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +1.0% | +4.5% | -3.5% | +0.2% |
| 30D | +1.0% | +12.0% | -11.0% | -1.2% |
| 3M | +2.9% | +13.4% | -10.5% | +0.1% |
| 6M | +22.8% | +12.1% | +10.7% | +18.8% |
| YTD | +43.3% | +38.8% | +4.5% | +32.3% |
| 1Y | +69.2% | +46.0% | +23.2% | +54.2% |
| 3Y | +404.5% | +9.5% | +395.0% | +378.8% |
| 5Y | +282.2% | +125.3% | +156.9% | +209.6% |
| All | +1,779.8% | +69.2% | +1,710.5% | +1,299.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling