-20.8%
TSLL vs DVN
+41.7%
-62.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +8.1% |
| 7D | +5.8% | -1.3% | +7.1% | +5.2% |
| 30D | +21.7% | +12.6% | +9.1% | +27.8% |
| 3M | -28.2% | +8.1% | -36.4% | -24.5% |
| 6M | -29.5% | +10.2% | -39.6% | -27.0% |
| YTD | -47.5% | +33.8% | -81.3% | -45.8% |
| 1Y | -20.8% | +43.9% | -64.7% | -19.8% |
| All | -20.8% | +41.7% | -62.5% | -19.8% |
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