+46.1%
DE vs TMF
-23.9%
+70.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +1.3% |
| 7D | +5.6% | +4.0% | +1.6% | +5.1% |
| 30D | -0.8% | +19.5% | -20.3% | -2.7% |
| 3M | +9.8% | -3.5% | +13.4% | +10.0% |
| 6M | +17.5% | -10.6% | +28.1% | +19.0% |
| YTD | +46.5% | -17.1% | +63.5% | +49.5% |
| 1Y | +46.1% | -24.3% | +70.4% | +49.1% |
| All | +46.1% | -23.9% | +70.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling