+58.0%
DOV vs TLN
+683.0%
-625.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.2% | -2.8% | +3.6% |
| 7D | -1.4% | +9.1% | -10.4% | -2.4% |
| 30D | +12.8% | -4.1% | +16.9% | +13.1% |
| 3M | +1.1% | +4.4% | -3.3% | +0.1% |
| 6M | -2.6% | -6.0% | +3.4% | -2.8% |
| YTD | +9.9% | -3.1% | +13.0% | +8.6% |
| 1Y | +19.3% | -6.1% | +25.4% | +18.1% |
| 3Y | +68.4% | +575.3% | -507.0% | +31.8% |
| All | +58.0% | +683.0% | -625.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 all: compounded portfolio wealth divided by compounded TLN 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…
all analysis · Full analysis span regression · 6 months rolling