+943.0%
DTE vs TMF
-68.9%
+1,011.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.2% | -1.4% | +1.6% | +0.1% |
| 30D | -2.6% | -2.8% | +0.3% | -2.6% |
| 3M | -3.9% | -10.9% | +7.0% | -4.1% |
| 6M | -7.9% | -21.3% | +13.4% | -8.3% |
| YTD | +7.2% | -15.9% | +23.1% | +6.9% |
| 1Y | +3.1% | -15.7% | +18.8% | +2.8% |
| 3Y | +47.6% | -43.4% | +90.9% | +45.8% |
| 5Y | +32.7% | -87.8% | +120.5% | +21.0% |
| 10Y | +138.8% | -86.7% | +225.5% | +119.3% |
| All | +943.0% | -68.9% | +1,011.9% | +1,058.4% |
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