+65.1%
DOV vs TXG
+65.2%
-0.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.2% |
| 30D | +8.6% | -20.4% | +29.0% | +11.1% |
| 3M | +1.9% | +0.1% | +1.8% | +0.3% |
| 6M | -1.7% | +176.2% | -177.9% | -17.2% |
| YTD | +8.3% | +256.8% | -248.4% | -13.4% |
| 1Y | +16.6% | +255.9% | -239.3% | -7.3% |
| 3Y | +65.1% | +60.2% | +4.9% | +36.2% |
| All | +65.1% | +65.2% | -0.1% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling