+16.3%
DVN vs TEM
+46.9%
-30.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.3% | +2.3% |
| 7D | +2.5% | -9.2% | +11.7% | +3.0% |
| 30D | +10.2% | +5.5% | +4.7% | +9.6% |
| 3M | +8.1% | +18.7% | -10.6% | +6.4% |
| 6M | +15.9% | +15.4% | +0.5% | +13.8% |
| YTD | +38.2% | -0.5% | +38.8% | +36.8% |
| 1Y | +44.5% | -24.8% | +69.3% | +45.4% |
| All | +16.3% | +46.9% | -30.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling