-37.0%
TSLL vs DVN
+6.1%
-43.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| 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% | +27.4% |
| 3M | -37.0% | +5.2% | -42.3% | -32.0% |
| All | -37.0% | +6.1% | -43.1% | -32.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling