+85.5%
DT vs TMF
-86.2%
+171.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -5.4% | -3.4% | -2.1% | -5.4% |
| 30D | -32.2% | +11.5% | -43.7% | -32.2% |
| 3M | -10.9% | -4.5% | -6.4% | -10.9% |
| 6M | +10.0% | -15.0% | +24.9% | +9.9% |
| YTD | +2.1% | -19.9% | +21.9% | +2.0% |
| 1Y | -5.5% | -26.6% | +21.1% | -5.6% |
| 3Y | -12.4% | -29.8% | +17.4% | -12.6% |
| 5Y | -39.7% | -88.2% | +48.5% | -44.6% |
| All | +85.5% | -86.2% | +171.7% | +96.0% |
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 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