+10.6%
DVN vs TSN
-13.3%
+23.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -0.1% | -7.3% | +7.2% | -0.4% |
| 30D | +8.0% | -8.6% | +16.6% | +7.6% |
| 3M | +11.9% | -7.5% | +19.5% | +11.3% |
| 6M | +10.6% | -14.1% | +24.8% | +9.3% |
| All | +10.6% | -13.3% | +23.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 6mo: compounded portfolio wealth divided by compounded TSN 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…
6mo analysis · Full analysis span regression · 6 months rolling