+2.9%
DTE vs TMF
-26.7%
+29.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +1.2% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | +9.5% | +11.8% | -2.3% | +7.3% |
| 3M | +2.5% | -4.0% | +6.6% | +3.1% |
| 6M | +0.6% | -16.5% | +17.1% | +3.9% |
| YTD | +10.5% | -19.9% | +30.4% | +14.9% |
| All | +2.9% | -26.7% | +29.5% | +11.5% |
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