-3.3%
TSLL vs DVN
+5.0%
-8.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.5% | +10.7% |
| 7D | -14.3% | -12.8% | -1.5% | -7.8% |
| 30D | -6.2% | -12.1% | +6.0% | -0.1% |
| 3M | +21.2% | -0.7% | +21.9% | +20.2% |
| 6M | -36.6% | -5.8% | -30.8% | -37.2% |
| YTD | -47.8% | +17.9% | -65.7% | -60.0% |
| 1Y | -45.2% | +29.0% | -74.3% | -62.4% |
| 3Y | -3.3% | +6.0% | -9.2% | -26.5% |
| All | -3.3% | +5.0% | -8.2% | -26.5% |
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