+786.5%
TSEM vs DOV
+325.7%
+460.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.1% |
| 7D | +7.0% | +3.0% | +4.0% | +5.3% |
| 30D | -29.8% | +8.6% | -38.4% | -32.7% |
| 3M | -41.9% | +1.9% | -43.8% | -42.2% |
| 6M | -45.8% | -1.7% | -44.1% | -45.0% |
| YTD | +25.1% | +8.3% | +16.8% | +20.1% |
| 1Y | +48.2% | +16.6% | +31.7% | +36.8% |
| 3Y | +476.5% | +65.1% | +411.4% | +350.1% |
| 5Y | +301.4% | +29.2% | +272.3% | +247.5% |
| All | +786.5% | +325.7% | +460.8% | +351.9% |
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