+16.7%
DVN vs TSLQ
-97.2%
+114.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +4.5% | -6.6% | +11.1% | +4.1% |
| 30D | +12.0% | -24.3% | +36.3% | +10.4% |
| 3M | +13.4% | -3.6% | +17.0% | +14.1% |
| 6M | +12.1% | -12.0% | +24.1% | +12.6% |
| YTD | +38.8% | +1.4% | +37.4% | +41.6% |
| 1Y | +46.0% | -43.6% | +89.6% | +42.9% |
| 3Y | +9.5% | -95.4% | +104.9% | -1.9% |
| All | +16.7% | -97.2% | +114.0% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling