+73.9%
DOV vs TSLQ
-97.3%
+171.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.0% | +8.9% | +0.2% |
| 7D | +2.5% | -8.6% | +11.1% | +1.8% |
| 30D | -7.5% | -24.9% | +17.4% | -9.7% |
| 3M | -9.7% | -1.5% | -8.2% | -8.3% |
| 6M | -6.1% | -18.1% | +12.0% | -5.4% |
| YTD | +0.5% | -0.1% | +0.6% | +3.6% |
| 1Y | +10.5% | -51.4% | +61.9% | +7.7% |
| 3Y | +41.7% | -95.9% | +137.6% | +26.5% |
| All | +73.9% | -97.3% | +171.1% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling