+65.7%
DIA vs TER
+197.9%
-132.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -1.5% | -8.3% | +6.7% | -0.6% |
| 3M | +3.8% | -12.2% | +16.0% | +3.9% |
| 6M | +10.3% | +17.1% | -6.8% | +3.8% |
| YTD | +12.1% | +84.7% | -72.6% | -3.1% |
| 1Y | +18.6% | +199.9% | -181.3% | -7.1% |
| 3Y | +60.6% | +232.8% | -172.1% | +16.8% |
| All | +65.7% | +197.9% | -132.2% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling