+340.2%
DOV vs TMF
-83.0%
+423.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.3% |
| 30D | +12.8% | +16.3% | -3.5% | +14.2% |
| 3M | +1.1% | -2.7% | +3.8% | +1.0% |
| 6M | -2.6% | -13.2% | +10.6% | -3.7% |
| YTD | +9.9% | -16.7% | +26.6% | +8.4% |
| 1Y | +19.3% | -22.7% | +42.0% | +16.9% |
| 3Y | +68.4% | -26.1% | +94.5% | +67.0% |
| 5Y | +29.1% | -88.4% | +117.6% | -5.0% |
| 10Y | +340.2% | -81.8% | +422.0% | +280.0% |
| All | +340.2% | -83.0% | +423.2% | +280.0% |
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