+13,957.4%
TSM vs DVN
+244.8%
+13,712.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.2% |
| 7D | +6.0% | -1.3% | +7.4% | +6.4% |
| 30D | +4.5% | +12.6% | -8.1% | +1.4% |
| 3M | +3.1% | +8.1% | -5.0% | +0.5% |
| 6M | +30.2% | +10.2% | +20.1% | +25.2% |
| YTD | +45.2% | +33.8% | +11.4% | +32.6% |
| 1Y | +79.6% | +43.9% | +35.7% | +60.5% |
| 3Y | +411.0% | +1.7% | +409.2% | +388.2% |
| 5Y | +290.7% | +119.6% | +171.1% | +194.9% |
| 10Y | +1,753.6% | +53.7% | +1,699.9% | +1,194.3% |
| All | +13,957.4% | +244.8% | +13,712.6% | +7,269.1% |
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