+78.8%
DRI vs TMF
-88.3%
+167.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -3.4% | +2.6% | -0.6% |
| 30D | +14.7% | +11.5% | +3.2% | +14.2% |
| 3M | +5.4% | -4.5% | +9.9% | +5.5% |
| 6M | +18.8% | -15.0% | +33.8% | +19.4% |
| YTD | +28.4% | -19.9% | +48.2% | +29.1% |
| 1Y | +37.7% | -26.6% | +64.2% | +38.8% |
| 3Y | +68.0% | -29.8% | +97.8% | +68.9% |
| 5Y | +78.8% | -88.2% | +167.0% | +60.4% |
| All | +78.8% | -88.3% | +167.1% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling