+59.6%
TXN vs DVN
+120.4%
-60.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +4.0% | +4.5% | -0.5% | +2.9% |
| 30D | -2.9% | +12.0% | -14.8% | -5.4% |
| 3M | -9.1% | +13.4% | -22.5% | -12.1% |
| 6M | +36.6% | +12.1% | +24.5% | +31.4% |
| YTD | +57.5% | +38.8% | +18.7% | +42.8% |
| 1Y | +49.5% | +46.0% | +3.5% | +33.3% |
| 3Y | +76.5% | +9.5% | +67.1% | +63.3% |
| All | +59.6% | +120.4% | -60.8% | +29.9% |
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 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