+114.7%
DOV vs TXG
+21.5%
+93.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.3% |
| 7D | +2.5% | +9.4% | -6.8% | +1.3% |
| 30D | -7.5% | +26.1% | -33.6% | -10.7% |
| 3M | -9.7% | +124.8% | -134.5% | -20.3% |
| 6M | -6.1% | +215.2% | -221.3% | -21.7% |
| YTD | +0.5% | +302.2% | -301.7% | -19.6% |
| 1Y | +10.5% | +370.9% | -360.4% | -14.7% |
| 3Y | +41.7% | +38.5% | +3.2% | +22.9% |
| 5Y | +18.4% | -64.4% | +82.8% | +14.4% |
| All | +114.7% | +21.5% | +93.2% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling