+168.9%
TYL vs DOV
+342.9%
-174.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +6.7% | -1.9% | +8.5% | +7.3% |
| 30D | +26.5% | +8.3% | +18.3% | +22.7% |
| 3M | +37.3% | -3.1% | +40.3% | +38.3% |
| 6M | +31.2% | -9.8% | +41.0% | +34.6% |
| YTD | -7.4% | +5.2% | -12.5% | -11.3% |
| 1Y | -9.6% | +15.3% | -24.9% | -16.7% |
| 3Y | +1.9% | +58.8% | -56.9% | -19.2% |
| 5Y | -21.1% | +26.6% | -47.7% | -32.5% |
| All | +168.9% | +342.9% | -174.0% | +79.2% |
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