+904.0%
DLR vs TMF
-68.9%
+972.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.5% |
| 30D | -3.4% | -2.8% | -0.5% | -3.4% |
| 3M | +0.5% | -10.9% | +11.4% | +0.3% |
| 6M | +4.6% | -21.3% | +25.9% | +4.0% |
| YTD | +23.4% | -15.9% | +39.3% | +23.0% |
| 1Y | +19.0% | -15.7% | +34.8% | +18.7% |
| 3Y | +56.5% | -43.4% | +99.9% | +54.4% |
| 5Y | +33.3% | -87.8% | +121.1% | +20.1% |
| 10Y | +165.1% | -86.7% | +251.9% | +142.6% |
| All | +904.0% | -68.9% | +972.9% | +1,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling