+58.6%
DTE vs TMF
-32.2%
+90.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.6% |
| 7D | +3.4% | -9.3% | +12.7% | +5.0% |
| 30D | +8.9% | +1.9% | +7.0% | +8.5% |
| 3M | +1.1% | -11.2% | +12.3% | +2.8% |
| 6M | +0.1% | -17.7% | +17.8% | +2.9% |
| YTD | +11.1% | -24.5% | +35.5% | +15.4% |
| 1Y | +4.9% | -29.4% | +34.4% | +10.2% |
| 3Y | +58.6% | -33.4% | +92.0% | +65.5% |
| All | +58.6% | -32.2% | +90.8% | +65.5% |
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 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