+13.8%
DVN vs TSLQ
-97.3%
+111.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.1% | -8.0% | +7.9% | -0.5% |
| 30D | +8.0% | -23.8% | +31.8% | +6.5% |
| 3M | +11.9% | -7.0% | +18.9% | +12.3% |
| 6M | +10.6% | -17.1% | +27.7% | +10.6% |
| YTD | +35.4% | +0.1% | +35.3% | +37.9% |
| 1Y | +46.5% | -51.2% | +97.6% | +41.5% |
| 3Y | +3.0% | -95.9% | +98.9% | -9.0% |
| All | +13.8% | -97.3% | +111.1% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling