+285.0%
TSM vs DVN
+124.0%
+161.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +4.0% | +8.0% | -3.9% | +2.4% |
| 3M | +2.0% | +11.9% | -10.0% | -0.8% |
| 6M | +25.5% | +10.6% | +14.9% | +21.2% |
| YTD | +44.0% | +35.4% | +8.6% | +32.0% |
| 1Y | +75.4% | +46.5% | +29.0% | +57.0% |
| 3Y | +406.7% | +3.0% | +403.8% | +379.7% |
| 5Y | +285.0% | +120.5% | +164.5% | +233.3% |
| All | +285.0% | +124.0% | +161.0% | +233.3% |
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 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