+63.6%
DIA vs TE
-43.0%
+106.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.6% |
| 7D | -1.2% | +15.0% | -16.2% | -1.9% |
| 30D | -2.7% | -7.5% | +4.8% | -2.5% |
| 3M | +3.3% | -42.0% | +45.2% | +5.0% |
| 6M | +10.4% | -31.4% | +41.9% | +10.3% |
| YTD | +10.0% | -26.5% | +36.5% | +8.8% |
| 1Y | +16.2% | +153.1% | -136.9% | +5.8% |
| 3Y | +58.7% | -20.7% | +79.4% | +48.5% |
| 5Y | +63.6% | -45.4% | +109.0% | +50.4% |
| All | +63.6% | -43.0% | +106.6% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling