+1,052.3%
DOV vs TCOM
+2,694.8%
-1,642.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -2.7% | -9.5% | +6.9% | -1.0% |
| 30D | -8.1% | -10.7% | +2.6% | -6.3% |
| 3M | -9.4% | -14.6% | +5.2% | -7.3% |
| 6M | -12.6% | -19.3% | +6.7% | -9.8% |
| YTD | -0.5% | -42.9% | +42.5% | +8.7% |
| 1Y | +9.2% | -43.8% | +53.0% | +19.5% |
| 3Y | +34.1% | +2.1% | +32.0% | +27.8% |
| 5Y | +17.3% | +31.2% | -14.0% | +0.4% |
| 10Y | +284.9% | -13.9% | +298.8% | +237.1% |
| All | +1,052.3% | +2,694.8% | -1,642.4% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling