+96.4%
DE vs TMF
-87.6%
+184.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.7% | +1.0% | -0.3% | +0.7% |
| 30D | +9.6% | -1.8% | +11.5% | +9.6% |
| 3M | +19.0% | -8.2% | +27.2% | +18.9% |
| 6M | +16.1% | -19.5% | +35.6% | +15.9% |
| YTD | +47.0% | -16.0% | +63.0% | +46.9% |
| 1Y | +43.1% | -22.5% | +65.6% | +42.9% |
| 3Y | +77.5% | -42.3% | +119.8% | +75.9% |
| 5Y | +96.4% | -87.7% | +184.1% | +66.8% |
| All | +96.4% | -87.6% | +184.0% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling