+485.3%
DINO vs TMF
-86.8%
+572.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.8% | +2.7% |
| 7D | +4.2% | +1.0% | +3.2% | +4.4% |
| 30D | +33.9% | -1.8% | +35.7% | +33.6% |
| 3M | +50.5% | -8.2% | +58.8% | +48.5% |
| 6M | +95.2% | -19.5% | +114.7% | +88.5% |
| YTD | +140.6% | -16.0% | +156.5% | +134.5% |
| 1Y | +119.0% | -22.5% | +141.4% | +110.7% |
| 3Y | +100.4% | -42.3% | +142.6% | +86.3% |
| 5Y | +324.6% | -87.7% | +412.3% | +164.3% |
| 10Y | +485.3% | -86.5% | +571.8% | +284.3% |
| All | +485.3% | -86.8% | +572.1% | +284.3% |
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