-52.1%
TSLL vs DOV
+67.3%
-119.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.5% | +6.4% | +4.0% |
| 7D | -14.3% | -1.4% | -13.0% | -10.9% |
| 30D | -6.2% | +12.8% | -18.9% | -20.2% |
| 3M | +21.2% | +1.1% | +20.0% | +20.7% |
| 6M | -36.6% | -2.6% | -34.0% | -30.8% |
| YTD | -47.8% | +9.9% | -57.7% | -54.2% |
| 1Y | -45.2% | +19.3% | -64.5% | -58.3% |
| 3Y | -3.3% | +68.4% | -71.6% | -45.0% |
| All | -52.1% | +67.3% | -119.4% | -72.9% |
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