+116.7%
DOV vs TW
+206.7%
-90.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.0% | -4.5% | +2.5% | -0.9% |
| 30D | -8.9% | -2.3% | -6.6% | -8.4% |
| 3M | -13.3% | +2.6% | -15.9% | -14.5% |
| 6M | -9.7% | -17.5% | +7.9% | -5.8% |
| YTD | -2.5% | -5.3% | +2.9% | -2.6% |
| 1Y | +7.2% | -14.8% | +22.0% | +10.3% |
| 3Y | +39.4% | +18.8% | +20.6% | +25.5% |
| 5Y | +15.8% | +20.7% | -4.9% | +1.4% |
| All | +116.7% | +206.7% | -90.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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