+95.6%
TFC vs DOV
+300.2%
-204.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -2.4% | -2.0% | -0.4% | -1.0% |
| 30D | -3.4% | -8.9% | +5.5% | +3.5% |
| 3M | +0.4% | -13.3% | +13.7% | +10.6% |
| 6M | +12.7% | -9.7% | +22.3% | +19.6% |
| YTD | +5.6% | -2.5% | +8.0% | +5.3% |
| 1Y | +16.0% | +7.2% | +8.8% | +6.6% |
| 3Y | +94.0% | +39.4% | +54.6% | +43.4% |
| 5Y | +16.2% | +15.8% | +0.3% | -1.9% |
| All | +95.6% | +300.2% | -204.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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