+118.6%
DVN vs TSEM
+617.3%
-498.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | +4.5% | -4.9% | +9.4% | +5.0% |
| 30D | +12.0% | -18.7% | +30.7% | +14.3% |
| 3M | +13.4% | -18.1% | +31.5% | +14.6% |
| 6M | +12.1% | +77.1% | -65.0% | -0.9% |
| YTD | +38.8% | +80.1% | -41.3% | +21.2% |
| 1Y | +46.0% | +220.4% | -174.4% | +13.4% |
| 3Y | +9.5% | +650.1% | -640.6% | -29.2% |
| All | +118.6% | +617.3% | -498.6% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling