+68.8%
DOV vs TSLQ
-97.2%
+166.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.8% |
| 7D | -2.0% | -6.6% | +4.6% | -2.6% |
| 30D | -8.9% | -24.3% | +15.4% | -10.9% |
| 3M | -13.3% | -3.6% | -9.6% | -12.2% |
| 6M | -9.7% | -12.0% | +2.3% | -8.4% |
| YTD | -2.5% | +1.4% | -3.8% | +0.7% |
| 1Y | +7.2% | -43.6% | +50.8% | +6.0% |
| 3Y | +39.4% | -95.4% | +134.8% | +26.5% |
| All | +68.8% | -97.2% | +166.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling