-18.4%
TSLL vs DOV
+57.1%
-75.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +7.6% |
| 7D | -21.2% | -1.9% | -19.3% | -17.4% |
| 30D | -13.3% | +8.3% | -21.6% | -22.6% |
| 3M | +15.4% | -3.1% | +18.4% | +22.9% |
| 6M | -34.2% | -9.8% | -24.4% | -18.7% |
| YTD | -52.9% | +5.2% | -58.1% | -57.2% |
| 1Y | -54.3% | +15.3% | -69.7% | -65.6% |
| 3Y | -18.4% | +58.8% | -77.1% | -51.9% |
| All | -18.4% | +57.1% | -75.5% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling