+235.9%
DIA vs TFC
+82.1%
+153.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | +1.1% | +9.0% | -7.9% | -2.0% |
| 3M | -2.9% | -2.1% | -0.8% | -2.2% |
| 6M | +5.9% | +3.4% | +2.5% | +4.1% |
| YTD | +9.8% | +5.3% | +4.5% | +7.0% |
| 1Y | +11.7% | +16.2% | -4.4% | +5.0% |
| 3Y | +59.5% | +94.8% | -35.3% | +21.7% |
| 5Y | +57.5% | -0.7% | +58.2% | +50.6% |
| 10Y | +235.9% | +80.9% | +155.0% | +143.1% |
| All | +235.9% | +82.1% | +153.9% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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