+419.8%
TXN vs DVN
+69.2%
+350.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +4.0% | +4.5% | -0.5% | +3.0% |
| 30D | -2.9% | +12.0% | -14.8% | -5.1% |
| 3M | -9.1% | +13.4% | -22.5% | -11.8% |
| 6M | +36.6% | +12.1% | +24.5% | +32.1% |
| YTD | +57.5% | +38.8% | +18.7% | +45.2% |
| 1Y | +49.5% | +46.0% | +3.5% | +36.0% |
| 3Y | +76.5% | +9.5% | +67.1% | +67.7% |
| 5Y | +62.4% | +125.3% | -62.9% | +30.1% |
| All | +419.8% | +69.2% | +350.6% | +270.9% |
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