+38.6%
DVN vs TSEM
+259.4%
-220.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.3% | -1.6% |
| 7D | +1.5% | +6.9% | -5.4% | +1.4% |
| 30D | +14.2% | +5.3% | +8.9% | +14.1% |
| 3M | +5.2% | -14.9% | +20.2% | +5.7% |
| 6M | +11.9% | +80.0% | -68.2% | +9.8% |
| YTD | +32.8% | +89.4% | -56.5% | +29.2% |
| 1Y | +38.6% | +253.1% | -214.5% | +26.0% |
| All | +38.6% | +259.4% | -220.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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