-88.5%
TMF vs DAR
-29.6%
-58.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.3% |
| 7D | -8.2% | +9.2% | -17.4% | -7.7% |
| 30D | +5.3% | -12.3% | +17.6% | +4.7% |
| 3M | -8.5% | -12.7% | +4.2% | -9.1% |
| 6M | -17.2% | -12.8% | -4.4% | -17.6% |
| YTD | -23.4% | +53.8% | -77.2% | -21.8% |
| 1Y | -30.2% | +60.3% | -90.5% | -28.7% |
| 3Y | -32.9% | +31.7% | -64.7% | -31.7% |
| 5Y | -88.5% | -27.7% | -60.8% | -90.1% |
| All | -88.5% | -29.6% | -58.9% | -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