+117.6%
DT vs TMF
-85.5%
+203.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | +2.0% | -2.8% | +4.9% | +2.0% |
| 3M | +20.0% | -10.9% | +30.9% | +19.9% |
| 6M | +39.3% | -21.3% | +60.6% | +39.1% |
| YTD | +19.8% | -15.9% | +35.6% | +19.7% |
| 1Y | +4.3% | -15.7% | +20.0% | +4.2% |
| 3Y | +7.7% | -43.4% | +51.1% | +7.1% |
| 5Y | -26.8% | -87.8% | +60.9% | -32.7% |
| All | +117.6% | -85.5% | +203.1% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling