+67.3%
DVN vs TSEM
+1,313.0%
-1,245.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | 0.0% |
| 7D | +4.5% | -4.9% | +9.4% | +5.7% |
| 30D | +12.0% | -18.7% | +30.7% | +17.1% |
| 3M | +13.4% | -18.1% | +31.5% | +15.4% |
| 6M | +12.1% | +77.1% | -65.0% | -12.6% |
| YTD | +38.8% | +80.1% | -41.3% | +5.8% |
| 1Y | +46.0% | +220.4% | -174.4% | -9.6% |
| 3Y | +9.5% | +650.1% | -640.6% | -52.6% |
| 5Y | +125.3% | +628.9% | -503.6% | -7.7% |
| All | +67.3% | +1,313.0% | -1,245.7% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling