-23.4%
TSLL vs DVN
+41.2%
-64.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.4% | -12.4% |
| 7D | +1.9% | +1.5% | +0.4% | +2.4% |
| 30D | +17.8% | +14.2% | +3.6% | +24.7% |
| 3M | -37.0% | +5.2% | -42.3% | -34.4% |
| 6M | -37.7% | +11.9% | -49.5% | -35.4% |
| YTD | -51.4% | +32.8% | -84.2% | -49.4% |
| 1Y | -23.4% | +38.6% | -61.9% | -21.1% |
| All | -23.4% | +41.2% | -64.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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