-60.3%
TSLL vs DOV
+59.1%
-119.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.7% | -17.1% | -14.7% |
| 7D | -28.9% | -3.7% | -25.2% | -23.6% |
| 30D | -21.4% | +5.6% | -27.0% | -26.4% |
| 3M | +5.0% | -3.5% | +8.4% | +11.8% |
| 6M | -36.6% | -8.9% | -27.7% | -24.0% |
| YTD | -56.6% | +4.5% | -61.2% | -59.2% |
| 1Y | -60.9% | +13.9% | -74.8% | -68.2% |
| 3Y | -25.2% | +55.9% | -81.1% | -52.9% |
| All | -60.3% | +59.1% | -119.4% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling