+38.6%
DVN vs TSLQ
-50.5%
+89.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.0% | -13.5% | -2.1% |
| 7D | +1.5% | -5.8% | +7.3% | +1.7% |
| 30D | +14.2% | -22.1% | +36.3% | +15.6% |
| 3M | +5.2% | +10.1% | -4.8% | +3.6% |
| 6M | +11.9% | -6.8% | +18.6% | +11.2% |
| YTD | +32.8% | +8.5% | +24.3% | +31.9% |
| 1Y | +38.6% | -49.7% | +88.3% | +35.1% |
| All | +38.6% | -50.5% | +89.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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