+782.7%
DE vs TMF
-82.2%
+864.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.9% |
| 7D | +3.3% | -1.1% | +4.3% | +3.2% |
| 30D | +10.7% | +11.8% | -1.1% | +12.0% |
| 3M | +13.1% | -4.0% | +17.2% | +12.8% |
| 6M | +20.2% | -16.5% | +36.8% | +18.2% |
| YTD | +48.9% | -19.9% | +68.8% | +45.9% |
| 1Y | +46.6% | -25.6% | +72.2% | +42.6% |
| 3Y | +91.4% | -29.9% | +121.3% | +88.4% |
| 5Y | +108.1% | -88.2% | +196.4% | +52.6% |
| 10Y | +782.7% | -81.7% | +864.4% | +677.3% |
| All | +782.7% | -82.2% | +864.9% | +677.3% |
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