+1,107.0%
DIA vs TD
+4,046.4%
-2,939.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.1% | +1.1% | +1.0% | +1.6% |
| 30D | +1.5% | +5.2% | -3.7% | -0.8% |
| 3M | -2.4% | +1.2% | -3.6% | -3.1% |
| 6M | +6.0% | +17.7% | -11.8% | -1.9% |
| YTD | +10.1% | +34.2% | -24.2% | -4.1% |
| 1Y | +11.8% | +55.4% | -43.6% | -9.0% |
| 3Y | +59.7% | +130.4% | -70.7% | +7.5% |
| 5Y | +57.9% | +101.8% | -43.9% | +11.7% |
| 10Y | +236.2% | +301.9% | -65.6% | +72.8% |
| All | +1,107.0% | +4,046.4% | -2,939.5% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling