+84.8%
DE vs TMF
-25.3%
+110.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -0.6% | +1.2% | -1.8% | -0.7% |
| 30D | +2.3% | +19.7% | -17.5% | +1.0% |
| 3M | +9.5% | -2.1% | +11.6% | +9.5% |
| 6M | +14.1% | -13.4% | +27.5% | +15.0% |
| YTD | +45.4% | -16.7% | +62.1% | +46.8% |
| 1Y | +42.9% | -23.3% | +66.2% | +44.9% |
| 3Y | +84.8% | -24.8% | +109.7% | +90.4% |
| All | +84.8% | -25.3% | +110.2% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling