+980.5%
DTE vs TMF
-70.3%
+1,050.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.6% | -3.4% | +4.9% | +1.5% |
| 30D | +9.1% | +11.5% | -2.4% | +9.3% |
| 3M | +2.4% | -4.5% | +6.9% | +2.3% |
| 6M | -0.2% | -15.0% | +14.7% | -0.5% |
| YTD | +11.0% | -19.9% | +30.9% | +10.6% |
| 1Y | +3.4% | -26.6% | +29.9% | +2.8% |
| 3Y | +57.1% | -29.8% | +86.9% | +56.7% |
| 5Y | +46.6% | -88.2% | +134.7% | +33.5% |
| 10Y | +151.3% | -81.4% | +232.7% | +136.9% |
| All | +980.5% | -70.3% | +1,050.8% | +1,099.0% |
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 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