+718.4%
DVN vs TSEM
+4.2%
+714.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 6M | +15.9% | +78.0% | -62.1% | +6.7% |
| YTD | +38.2% | +77.2% | -39.0% | +26.8% |
| 1Y | +44.5% | +207.6% | -163.1% | +24.7% |
| 3Y | +5.1% | +637.8% | -632.7% | -17.9% |
| 5Y | +124.3% | +617.0% | -492.7% | +74.1% |
| 10Y | +65.9% | +1,270.7% | -1,204.8% | +21.6% |
| All | +718.4% | +4.2% | +714.3% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling