+1,129.1%
DIA vs TER
+2,201.2%
-1,072.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -1.5% | -8.3% | +6.7% | -0.3% |
| 3M | +3.8% | -12.2% | +16.0% | +3.9% |
| 6M | +10.3% | +17.1% | -6.8% | +2.9% |
| YTD | +12.1% | +84.7% | -72.6% | -4.7% |
| 1Y | +18.6% | +199.9% | -181.3% | -9.2% |
| 3Y | +60.6% | +232.8% | -172.1% | +15.8% |
| 5Y | +64.4% | +198.6% | -134.2% | +17.6% |
| 10Y | +250.1% | +1,669.7% | -1,419.6% | +72.1% |
| All | +1,129.1% | +2,201.2% | -1,072.1% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling