+137.3%
DTE vs TMF
-86.4%
+223.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -1.2% |
| 7D | -2.0% | -4.8% | +2.8% | -1.9% |
| 30D | -2.4% | -4.9% | +2.5% | -2.3% |
| 3M | -7.3% | -13.4% | +6.1% | -7.0% |
| 6M | -7.6% | -23.0% | +15.4% | -7.1% |
| YTD | +5.8% | -20.2% | +26.0% | +6.4% |
| 1Y | +2.3% | -26.5% | +28.8% | +3.1% |
| 3Y | +45.0% | -45.2% | +90.2% | +45.8% |
| 5Y | +33.2% | -88.4% | +121.6% | +26.1% |
| All | +137.3% | -86.4% | +223.8% | +104.0% |
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