+162.4%
DLR vs TMF
-84.4%
+246.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.6% |
| 30D | -3.5% | +19.7% | -23.2% | -4.2% |
| 3M | -8.9% | -2.1% | -6.8% | -8.9% |
| 6M | -11.6% | -13.4% | +1.9% | -11.1% |
| YTD | +14.9% | -16.7% | +31.6% | +15.6% |
| 1Y | +6.4% | -23.3% | +29.8% | +7.4% |
| 3Y | +47.3% | -24.8% | +72.1% | +48.1% |
| 5Y | +32.8% | -88.0% | +120.9% | +26.2% |
| All | +162.4% | -84.4% | +246.8% | +133.3% |
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