-87.0%
TMF vs DAR
+355.9%
-442.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.3% |
| 7D | -1.4% | +1.4% | -2.8% | -1.3% |
| 30D | -2.8% | +12.8% | -15.6% | -1.5% |
| 3M | -10.9% | +7.4% | -18.3% | -10.0% |
| 6M | -21.3% | +22.3% | -43.6% | -19.3% |
| YTD | -15.9% | +81.1% | -97.0% | -10.1% |
| 1Y | -15.7% | +106.5% | -122.2% | -8.4% |
| 3Y | -43.4% | +5.3% | -48.7% | -43.1% |
| 5Y | -87.8% | -11.5% | -76.2% | -87.6% |
| All | -87.0% | +355.9% | -442.9% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling