+46.0%
DVN vs TSLQ
-49.6%
+95.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +4.5% | -6.6% | +11.1% | +4.8% |
| 30D | +12.0% | -24.3% | +36.3% | +13.5% |
| 3M | +13.4% | -3.6% | +17.0% | +12.5% |
| 6M | +12.1% | -12.0% | +24.1% | +11.9% |
| YTD | +38.8% | +1.4% | +37.4% | +38.6% |
| 1Y | +46.0% | -43.6% | +89.6% | +41.6% |
| All | +46.0% | -49.6% | +95.7% | +41.6% |
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