+108.4%
DOV vs TXG
+27.0%
+81.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | -2.0% | +9.5% | -11.5% | -3.2% |
| 30D | -8.9% | +18.8% | -27.7% | -11.2% |
| 3M | -13.3% | +136.1% | -149.4% | -23.9% |
| 6M | -9.7% | +235.2% | -244.9% | -25.4% |
| YTD | -2.5% | +320.5% | -323.0% | -22.5% |
| 1Y | +7.2% | +425.2% | -418.0% | -18.5% |
| 3Y | +39.4% | +42.9% | -3.5% | +20.4% |
| 5Y | +15.8% | -62.8% | +78.7% | +11.2% |
| All | +108.4% | +27.0% | +81.4% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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