+48.2%
DTE vs TMF
-42.4%
+90.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -1.9% | -1.8% | 0.0% | -1.6% |
| 3M | -3.3% | -8.2% | +4.9% | -2.2% |
| 6M | -7.1% | -19.5% | +12.4% | -4.4% |
| YTD | +8.1% | -16.0% | +24.1% | +10.6% |
| 1Y | +5.3% | -22.5% | +27.8% | +8.8% |
| 3Y | +48.2% | -42.3% | +90.4% | +50.9% |
| All | +48.2% | -42.4% | +90.5% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling