+57.5%
DIA vs TER
+150.3%
-92.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -0.9% | -20.5% | +19.5% | +1.1% |
| 30D | +0.3% | -47.0% | +47.3% | +6.3% |
| 3M | -4.5% | -43.3% | +38.8% | +0.1% |
| 6M | +3.4% | -42.9% | +46.3% | +6.8% |
| YTD | +7.8% | +12.9% | -5.1% | +0.6% |
| 1Y | +10.7% | +18.2% | -7.4% | +2.5% |
| 3Y | +57.5% | +151.8% | -94.2% | +23.1% |
| All | +57.5% | +150.3% | -92.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling