+246.2%
DIA vs TER
+1,753.0%
-1,506.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.0% |
| 7D | +0.1% | +11.0% | -10.9% | -2.0% |
| 30D | -2.1% | -1.9% | -0.2% | -2.1% |
| 3M | +4.2% | -0.7% | +4.8% | +1.8% |
| 6M | +11.9% | +36.4% | -24.5% | -0.1% |
| YTD | +10.8% | +92.4% | -81.6% | -9.5% |
| 1Y | +17.5% | +213.5% | -196.0% | -15.7% |
| 3Y | +59.9% | +277.2% | -217.3% | +3.1% |
| 5Y | +64.1% | +219.1% | -155.0% | +5.3% |
| 10Y | +246.2% | +1,744.2% | -1,498.0% | +28.2% |
| All | +246.2% | +1,753.0% | -1,506.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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