-6.4%
TSLL vs DVN
+12.2%
-18.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.1% |
| 7D | +17.8% | +10.4% | +7.5% | +12.0% |
| 30D | +8.2% | -6.7% | +14.9% | +11.8% |
| 3M | +20.9% | +5.6% | +15.3% | +16.4% |
| 6M | -37.5% | +0.7% | -38.2% | -39.9% |
| YTD | -44.5% | +29.6% | -74.1% | -59.5% |
| 1Y | -33.0% | +36.3% | -69.3% | -54.3% |
| 3Y | -6.4% | +13.2% | -19.5% | -31.0% |
| All | -6.4% | +12.2% | -18.6% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling