+64.1%
DIA vs TFC
+15.2%
+49.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | +0.1% | +2.2% | -2.2% | -0.6% |
| 30D | -2.1% | -2.5% | +0.4% | -1.4% |
| 3M | +4.2% | +4.5% | -0.4% | +2.5% |
| 6M | +11.9% | +11.0% | +0.9% | +8.0% |
| YTD | +10.8% | +5.9% | +4.9% | +8.4% |
| 1Y | +17.5% | +14.6% | +2.9% | +12.0% |
| 3Y | +59.9% | +96.7% | -36.8% | +29.1% |
| 5Y | +64.1% | +15.6% | +48.6% | +54.2% |
| All | +64.1% | +15.2% | +49.0% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling