+746.2%
DIA vs TDY
+7,071.3%
-6,325.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.1% | -0.9% | +0.9% | +0.3% |
| 30D | -2.1% | -12.5% | +10.4% | +1.1% |
| 3M | +4.2% | -1.2% | +5.3% | +4.3% |
| 6M | +11.9% | -6.6% | +18.5% | +13.4% |
| YTD | +10.8% | +18.5% | -7.7% | +5.9% |
| 1Y | +17.5% | +10.8% | +6.8% | +14.0% |
| 3Y | +59.9% | +47.5% | +12.4% | +44.1% |
| 5Y | +64.1% | +35.8% | +28.3% | +49.9% |
| 10Y | +246.2% | +459.0% | -212.8% | +132.2% |
| All | +746.2% | +7,071.3% | -6,325.2% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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