+1,209.3%
DOV vs TMF
-69.2%
+1,278.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.9% | +1.2% | -3.1% | -1.7% |
| 30D | +8.3% | +19.7% | -11.5% | +11.4% |
| 3M | -3.1% | -2.1% | -1.0% | -3.2% |
| 6M | -9.8% | -13.4% | +3.6% | -11.7% |
| YTD | +5.2% | -16.7% | +21.9% | +2.4% |
| 1Y | +15.3% | -23.3% | +38.7% | +10.8% |
| 3Y | +58.8% | -24.8% | +83.6% | +55.8% |
| 5Y | +26.6% | -88.0% | +114.6% | -12.7% |
| 10Y | +351.6% | -84.7% | +436.4% | +272.6% |
| All | +1,209.3% | -69.2% | +1,278.5% | +1,449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling