+288.7%
DOV vs TCOM
-10.5%
+299.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.9% |
| 7D | -1.9% | -6.5% | +4.6% | -0.9% |
| 30D | -9.9% | -16.2% | +6.4% | -7.3% |
| 3M | -12.1% | -19.3% | +7.2% | -9.4% |
| 6M | -10.4% | -27.2% | +16.8% | -6.1% |
| YTD | -3.3% | -46.2% | +42.9% | +6.0% |
| 1Y | +7.8% | -46.6% | +54.4% | +18.2% |
| 3Y | +36.3% | +8.4% | +27.9% | +28.4% |
| 5Y | +14.8% | +25.8% | -11.0% | -0.2% |
| All | +288.7% | -10.5% | +299.3% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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