+32.3%
DLR vs TMF
-88.6%
+121.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | +3.3% | -9.3% | +12.6% | +4.6% |
| 30D | +4.6% | +1.9% | +2.7% | +4.2% |
| 3M | -8.3% | -11.2% | +3.0% | -7.0% |
| 6M | -5.6% | -17.7% | +12.1% | -3.4% |
| YTD | +18.7% | -24.5% | +43.2% | +22.7% |
| 1Y | +17.1% | -29.4% | +46.5% | +22.0% |
| 3Y | +54.4% | -33.4% | +87.8% | +58.0% |
| All | +32.3% | -88.6% | +121.0% | +51.9% |
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