+1,129.1%
DIA vs TFC
+385.8%
+743.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.2% | +2.4% | -2.6% | -1.0% |
| 30D | -1.5% | -1.3% | -0.2% | -1.1% |
| 3M | +3.8% | +6.1% | -2.3% | +1.3% |
| 6M | +10.3% | +7.3% | +2.9% | +7.0% |
| YTD | +12.1% | +8.2% | +3.9% | +8.3% |
| 1Y | +18.6% | +14.4% | +4.2% | +12.2% |
| 3Y | +60.6% | +93.7% | -33.1% | +23.1% |
| 5Y | +64.4% | +16.4% | +48.0% | +46.1% |
| 10Y | +250.1% | +101.6% | +148.5% | +138.5% |
| All | +1,129.1% | +385.8% | +743.3% | +349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling