+105.4%
DIA vs TE
-78.2%
+183.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | -1.6% | -22.0% | +20.4% | -0.6% |
| 30D | +1.3% | -33.6% | +34.9% | +2.9% |
| 3M | -2.1% | -61.1% | +59.0% | +1.6% |
| 6M | +6.2% | -64.7% | +71.0% | +9.3% |
| YTD | +10.3% | -68.1% | +78.5% | +12.9% |
| 1Y | +11.0% | -51.7% | +62.7% | +10.6% |
| 3Y | +60.4% | +42.0% | +18.4% | +40.9% |
| 5Y | +59.1% | -80.8% | +139.9% | +54.3% |
| All | +105.4% | -78.2% | +183.6% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling