+36.0%
TSM vs DVN
+39.9%
-3.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -3.7% |
| 7D | -10.0% | -13.9% | +4.0% | -12.6% |
| 30D | -18.5% | -8.0% | -10.5% | -19.6% |
| 3M | -4.9% | +0.8% | -5.7% | -3.7% |
| 6M | -1.0% | -12.8% | +11.8% | -2.5% |
| YTD | +31.3% | +22.7% | +8.5% | +34.2% |
| 1Y | +36.0% | +39.0% | -3.0% | +42.7% |
| All | +36.0% | +39.9% | -3.8% | +42.7% |
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