+1,107.4%
DIA vs TER
+1,485.6%
-378.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.7% | -10.6% | -0.1% |
| 7D | +0.8% | -5.8% | +6.5% | +1.5% |
| 30D | +1.4% | -38.9% | +40.3% | +10.1% |
| 3M | -2.7% | -35.1% | +32.4% | +3.6% |
| 6M | +6.2% | -31.6% | +37.8% | +9.5% |
| YTD | +10.1% | +27.2% | -17.1% | -1.1% |
| 1Y | +13.0% | +35.2% | -22.2% | 0.0% |
| 3Y | +61.9% | +192.8% | -130.9% | +17.7% |
| 5Y | +57.1% | +72.4% | -15.4% | +23.1% |
| 10Y | +240.9% | +1,001.8% | -761.0% | +80.4% |
| All | +1,107.4% | +1,485.6% | -378.2% | +300.7% |
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