-88.2%
TMF vs DAR
-31.4%
-56.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.3% |
| 7D | -3.4% | +3.6% | -7.0% | -3.2% |
| 30D | +11.5% | -11.3% | +22.8% | +10.8% |
| 3M | -4.5% | -13.1% | +8.6% | -5.1% |
| 6M | -15.0% | -15.1% | +0.1% | -15.5% |
| YTD | -19.9% | +50.5% | -70.4% | -18.3% |
| 1Y | -26.6% | +57.9% | -84.5% | -25.0% |
| 3Y | -29.8% | +28.9% | -58.8% | -28.6% |
| 5Y | -88.2% | -31.4% | -56.7% | -90.1% |
| All | -88.2% | -31.4% | -56.8% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling