+66.5%
DRI vs TMF
-32.2%
+98.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | +1.1% | -9.3% | +10.3% | +1.8% |
| 30D | +9.7% | +1.9% | +7.8% | +9.6% |
| 3M | +3.2% | -11.2% | +14.4% | +3.9% |
| 6M | +20.6% | -17.7% | +38.3% | +21.9% |
| YTD | +28.3% | -24.5% | +52.7% | +30.2% |
| 1Y | +34.5% | -29.4% | +64.0% | +37.1% |
| 3Y | +66.5% | -33.4% | +100.0% | +66.0% |
| All | +66.5% | -32.2% | +98.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling