+12.5%
DVN vs TEM
+60.7%
-48.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.3% | +3.2% | -4.6% | -1.5% |
| 30D | +12.6% | +23.5% | -10.9% | +11.1% |
| 3M | +8.1% | +32.3% | -24.2% | +5.9% |
| 6M | +10.2% | +23.0% | -12.9% | +7.9% |
| YTD | +33.8% | +8.9% | +24.9% | +31.8% |
| 1Y | +43.9% | -19.9% | +63.7% | +44.5% |
| All | +12.5% | +60.7% | -48.2% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling