-68.9%
TMF vs DAR
+954.1%
-1,023.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | -0.1% |
| 7D | +2.7% | -8.1% | +10.8% | +1.0% |
| 30D | +19.3% | -17.1% | +36.4% | +15.0% |
| 3M | -3.7% | -12.3% | +8.6% | -5.8% |
| 6M | -11.3% | -21.8% | +10.5% | -15.1% |
| YTD | -16.6% | +40.8% | -57.4% | -9.4% |
| 1Y | -21.1% | +57.4% | -78.5% | -12.2% |
| 3Y | -26.8% | +12.1% | -38.9% | -22.6% |
| 5Y | -88.0% | -40.2% | -47.8% | -88.8% |
| 10Y | -84.7% | +280.1% | -364.8% | -72.1% |
| All | -68.9% | +954.1% | -1,023.0% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling