+0.7%
DT vs TMF
-21.2%
+21.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -4.9% | +1.0% | -5.8% | -4.9% |
| 30D | +2.7% | -1.8% | +4.5% | +2.8% |
| 3M | +20.0% | -8.2% | +28.2% | +20.2% |
| 6M | +28.0% | -19.5% | +47.5% | +27.4% |
| YTD | +16.0% | -16.0% | +32.0% | +16.0% |
| 1Y | +0.7% | -22.5% | +23.2% | +0.9% |
| All | +0.7% | -21.2% | +21.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling