+165.8%
DLR vs TMF
-86.8%
+252.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.4% | +1.0% | +2.4% | +3.4% |
| 30D | -2.2% | -1.8% | -0.4% | -2.2% |
| 3M | +4.7% | -8.2% | +13.0% | +5.1% |
| 6M | +9.0% | -19.5% | +28.5% | +9.9% |
| YTD | +24.1% | -16.0% | +40.1% | +25.0% |
| 1Y | +20.9% | -22.5% | +43.4% | +22.0% |
| 3Y | +60.0% | -42.3% | +102.3% | +61.3% |
| 5Y | +35.3% | -87.7% | +123.0% | +30.1% |
| 10Y | +165.8% | -86.5% | +252.3% | +151.5% |
| All | +165.8% | -86.8% | +252.6% | +151.5% |
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