+289.8%
DOV vs TMF
-86.8%
+376.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.5% | +1.0% | +1.6% | +2.6% |
| 30D | -7.5% | -1.8% | -5.7% | -7.6% |
| 3M | -9.7% | -8.2% | -1.4% | -10.3% |
| 6M | -6.1% | -19.5% | +13.4% | -7.7% |
| YTD | +0.5% | -16.0% | +16.4% | -0.9% |
| 1Y | +10.5% | -22.5% | +33.0% | +8.3% |
| 3Y | +41.7% | -42.3% | +84.0% | +36.4% |
| 5Y | +18.4% | -87.7% | +106.1% | -11.2% |
| 10Y | +289.8% | -86.5% | +376.3% | +252.8% |
| All | +289.8% | -86.8% | +376.6% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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