+4.2%
DRI vs TMF
-21.2%
+25.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -0.4% | -1.8% | +1.5% | -0.1% |
| 3M | +9.5% | -8.2% | +17.8% | +11.1% |
| 6M | +6.5% | -19.5% | +26.0% | +9.7% |
| YTD | +18.4% | -16.0% | +34.4% | +21.3% |
| 1Y | +4.2% | -22.5% | +26.7% | +8.7% |
| All | +4.2% | -21.2% | +25.4% | +8.7% |
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