+1,259.9%
TSEM vs DOV
+296.6%
+963.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.8% |
| 7D | +0.9% | -1.9% | +2.9% | +2.1% |
| 30D | -16.6% | -9.9% | -6.8% | -11.6% |
| 3M | -10.9% | -12.1% | +1.2% | -4.0% |
| 6M | +78.0% | -10.4% | +88.5% | +89.8% |
| YTD | +77.2% | -3.3% | +80.5% | +80.7% |
| 1Y | +207.6% | +7.8% | +199.8% | +195.8% |
| 3Y | +637.8% | +36.3% | +601.5% | +537.3% |
| 5Y | +617.0% | +14.8% | +602.2% | +561.8% |
| All | +1,259.9% | +296.6% | +963.3% | +667.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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