+244.3%
DIA vs TD
+303.5%
-59.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.1% |
| 7D | -3.0% | -2.6% | -0.4% | -1.6% |
| 30D | -3.0% | -1.0% | -2.0% | -2.6% |
| 3M | +4.5% | +5.6% | -1.1% | +1.0% |
| 6M | +9.8% | +27.1% | -17.3% | -4.6% |
| YTD | +9.3% | +29.4% | -20.1% | -6.1% |
| 1Y | +16.0% | +60.7% | -44.7% | -12.0% |
| 3Y | +57.7% | +127.6% | -69.9% | -4.0% |
| 5Y | +63.8% | +125.4% | -61.6% | -1.8% |
| All | +244.3% | +303.5% | -59.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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