+338.7%
DRI vs TMF
-82.2%
+420.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.7% |
| 7D | +4.2% | -1.1% | +5.3% | +4.2% |
| 30D | +15.7% | +11.8% | +3.9% | +16.5% |
| 3M | +5.8% | -4.0% | +9.8% | +5.5% |
| 6M | +18.4% | -16.5% | +35.0% | +17.1% |
| YTD | +28.2% | -19.9% | +48.1% | +26.5% |
| 1Y | +35.9% | -25.6% | +61.5% | +33.5% |
| 3Y | +67.7% | -29.9% | +97.6% | +66.1% |
| 5Y | +77.9% | -88.2% | +166.1% | +40.7% |
| 10Y | +338.7% | -81.7% | +420.4% | +281.1% |
| All | +338.7% | -82.2% | +420.9% | +281.1% |
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