+37.7%
DRI vs TMF
-26.6%
+64.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -3.4% | +2.6% | 0.0% |
| 30D | +14.7% | +11.5% | +3.2% | +12.2% |
| 3M | +5.4% | -4.5% | +9.9% | +5.8% |
| 6M | +18.8% | -15.0% | +33.8% | +21.6% |
| YTD | +28.4% | -19.9% | +48.2% | +32.2% |
| 1Y | +37.7% | -26.6% | +64.2% | +48.0% |
| All | +37.7% | -26.6% | +64.3% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling