+8,187.2%
TMO vs DOV
+5,856.2%
+2,330.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -0.6% | -2.0% | +1.3% | +0.1% |
| 30D | +1.1% | -8.9% | +10.0% | +5.0% |
| 3M | +28.3% | -13.3% | +41.6% | +35.0% |
| 6M | +23.3% | -9.7% | +32.9% | +26.8% |
| YTD | +5.5% | -2.5% | +7.9% | +4.8% |
| 1Y | +24.5% | +7.2% | +17.3% | +18.7% |
| 3Y | +19.6% | +39.4% | -19.8% | +1.6% |
| 5Y | +8.1% | +15.8% | -7.7% | -1.8% |
| 10Y | +336.7% | +297.5% | +39.2% | +126.8% |
| All | +8,187.2% | +5,856.2% | +2,330.9% | +1,628.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling