+9.0%
DVN vs TSEM
+633.2%
-624.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.5% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | +10.2% | -16.6% | +26.8% | +11.9% |
| 3M | +8.1% | -10.9% | +19.0% | +7.9% |
| 6M | +15.9% | +78.0% | -62.1% | +2.2% |
| YTD | +38.2% | +77.2% | -39.0% | +20.5% |
| 1Y | +44.5% | +207.6% | -163.1% | +10.6% |
| All | +9.0% | +633.2% | -624.1% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling