+863.5%
DE vs TMF
-86.2%
+949.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.7% |
| 7D | -3.0% | -0.9% | -2.1% | -3.1% |
| 30D | +11.1% | -1.0% | +12.1% | +11.1% |
| 3M | +17.6% | -11.3% | +28.9% | +16.3% |
| 6M | +13.6% | -22.7% | +36.3% | +10.8% |
| YTD | +46.3% | -17.3% | +63.6% | +43.7% |
| 1Y | +44.2% | -22.5% | +66.7% | +40.8% |
| 3Y | +76.6% | -43.2% | +119.8% | +68.6% |
| 5Y | +98.2% | -88.3% | +186.5% | +46.1% |
| 10Y | +863.5% | -86.0% | +949.5% | +752.1% |
| All | +863.5% | -86.2% | +949.7% | +752.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling