+398.4%
TSM vs DVN
+4.2%
+394.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | +2.6% | +2.5% | +0.1% | +2.2% |
| 30D | +1.4% | +10.2% | -8.8% | -0.2% |
| 3M | +5.0% | +8.1% | -3.1% | +3.5% |
| 6M | +24.0% | +15.9% | +8.1% | +18.4% |
| YTD | +41.6% | +38.2% | +3.3% | +28.1% |
| 1Y | +66.2% | +44.5% | +21.7% | +47.5% |
| All | +398.4% | +4.2% | +394.3% | +350.0% |
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