+111.1%
DG vs TMF
-81.8%
+192.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.0% | -3.4% | +0.4% | -2.9% |
| 30D | +8.6% | +11.5% | -2.9% | +8.6% |
| 3M | +15.0% | -4.5% | +19.5% | +15.0% |
| 6M | +32.7% | -15.0% | +47.7% | +32.7% |
| YTD | +5.5% | -19.9% | +25.4% | +5.5% |
| 1Y | +34.6% | -26.6% | +61.2% | +34.5% |
| 3Y | +24.2% | -29.8% | +54.1% | +24.7% |
| 5Y | -32.3% | -88.2% | +55.9% | -37.4% |
| 10Y | +111.1% | -81.4% | +192.5% | +106.6% |
| All | +111.1% | -81.8% | +192.9% | +106.6% |
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