+73.3%
DRI vs TMF
-87.5%
+160.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | +3.8% | -2.8% | +6.7% | +3.9% |
| 3M | +13.0% | -10.9% | +23.9% | +13.4% |
| 6M | +8.3% | -21.3% | +29.6% | +9.0% |
| YTD | +20.6% | -15.9% | +36.5% | +21.2% |
| 1Y | +6.5% | -15.7% | +22.2% | +7.0% |
| 3Y | +53.7% | -43.4% | +97.1% | +54.8% |
| All | +73.3% | -87.5% | +160.8% | +63.1% |
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 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