+39.0%
DVN vs TSEM
+79.9%
-40.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.7% | +1.4% | -7.3% |
| 7D | -13.9% | -23.1% | +9.2% | -13.9% |
| 30D | -8.0% | -40.4% | +32.3% | -8.2% |
| 3M | +0.8% | -37.9% | +38.7% | +0.8% |
| 6M | -12.8% | -30.8% | +18.1% | -12.4% |
| YTD | +22.7% | +26.7% | -4.0% | +21.4% |
| 1Y | +39.0% | +80.5% | -41.5% | +35.5% |
| All | +39.0% | +79.9% | -40.9% | +35.5% |
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