+33.9%
DRI vs TMF
-29.9%
+63.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.5% |
| 7D | -0.3% | -8.2% | +7.8% | +1.5% |
| 30D | +10.8% | +5.3% | +5.5% | +9.8% |
| 3M | +0.9% | -8.5% | +9.4% | +2.2% |
| 6M | +16.3% | -17.2% | +33.5% | +19.7% |
| YTD | +27.8% | -23.4% | +51.2% | +32.8% |
| 1Y | +33.9% | -30.2% | +64.1% | +45.1% |
| All | +33.9% | -29.9% | +63.7% | +45.1% |
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 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