+82.1%
DT vs TMF
-85.7%
+167.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -24.7% | +1.2% | -25.9% | -24.7% |
| 30D | -27.4% | +19.7% | -47.1% | -27.4% |
| 3M | -11.1% | -2.1% | -9.0% | -11.1% |
| 6M | +13.7% | -13.4% | +27.1% | +13.6% |
| YTD | +0.2% | -16.7% | +17.0% | +0.2% |
| 1Y | -5.7% | -23.3% | +17.7% | -5.8% |
| 3Y | -8.1% | -24.8% | +16.7% | -8.3% |
| 5Y | -43.1% | -88.0% | +45.0% | -47.8% |
| All | +82.1% | -85.7% | +167.8% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling