-19.7%
TSN vs DOV
+16.3%
-36.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -7.3% | +1.3% | -8.6% | -7.6% |
| 30D | -8.6% | -8.6% | 0.0% | -6.7% |
| 3M | -7.5% | -13.1% | +5.6% | -4.7% |
| 6M | -14.1% | -8.8% | -5.3% | -12.9% |
| YTD | -9.4% | -1.2% | -8.2% | -10.3% |
| 1Y | -4.1% | +10.7% | -14.8% | -8.2% |
| 3Y | +10.3% | +39.3% | -28.9% | -5.2% |
| 5Y | -19.7% | +16.4% | -36.2% | -28.7% |
| All | -19.7% | +16.3% | -36.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling