-51.9%
TSLL vs DVN
-1.6%
-50.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +7.5% |
| 7D | +5.8% | -1.3% | +7.1% | +6.5% |
| 30D | +21.7% | +12.6% | +9.1% | +15.1% |
| 3M | -28.2% | +8.1% | -36.4% | -32.1% |
| 6M | -29.5% | +10.2% | -39.6% | -36.4% |
| YTD | -47.5% | +33.8% | -81.3% | -58.7% |
| 1Y | -20.8% | +43.9% | -64.7% | -41.6% |
| 3Y | -26.7% | +1.7% | -28.5% | -39.0% |
| All | -51.9% | -1.6% | -50.3% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling