+39.0%
DVN vs TEM
-11.1%
+50.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -7.5% |
| 7D | -13.9% | -1.3% | -12.6% | -13.9% |
| 30D | -8.0% | -9.5% | +1.5% | -8.2% |
| 3M | +0.8% | +60.7% | -59.9% | +4.0% |
| 6M | -12.8% | +35.5% | -48.2% | -10.6% |
| YTD | +22.7% | +28.0% | -5.3% | +26.1% |
| 1Y | +39.0% | -10.5% | +49.5% | +45.2% |
| All | +39.0% | -11.1% | +50.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling