+168.8%
TYL vs DOV
+361.0%
-192.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -2.1% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | +26.9% | +12.8% | +14.1% | +21.2% |
| 3M | +33.8% | +1.1% | +32.7% | +32.8% |
| 6M | +28.8% | -2.6% | +31.5% | +28.6% |
| YTD | -7.9% | +9.9% | -17.8% | -13.2% |
| 1Y | -9.8% | +19.3% | -29.1% | -17.9% |
| 3Y | +1.2% | +68.4% | -67.2% | -21.6% |
| 5Y | -22.8% | +29.1% | -52.0% | -34.6% |
| 10Y | +168.8% | +340.2% | -171.4% | +75.8% |
| All | +168.8% | +361.0% | -192.2% | +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 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