+104.8%
DIA vs TE
-80.5%
+185.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.3% |
| 7D | +2.1% | -19.1% | +21.2% | +3.0% |
| 30D | +1.5% | -34.1% | +35.6% | +3.1% |
| 3M | -2.4% | -60.1% | +57.7% | +1.1% |
| 6M | +6.0% | -66.0% | +71.9% | +9.2% |
| YTD | +10.1% | -71.4% | +81.5% | +13.1% |
| 1Y | +11.8% | -45.3% | +57.1% | +10.7% |
| 3Y | +59.7% | +9.1% | +50.6% | +42.5% |
| 5Y | +57.9% | -82.6% | +140.5% | +53.8% |
| All | +104.8% | -80.5% | +185.3% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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