+1,081.8%
DIA vs TFC
+364.4%
+717.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.9% | +1.2% | -2.2% | -1.4% |
| 30D | +0.3% | +8.3% | -8.1% | -2.6% |
| 3M | -4.5% | -5.2% | +0.7% | -2.8% |
| 6M | +3.4% | -0.8% | +4.1% | +3.2% |
| YTD | +7.8% | +3.4% | +4.3% | +5.8% |
| 1Y | +10.7% | +17.0% | -6.3% | +3.9% |
| 3Y | +57.5% | +86.2% | -28.6% | +22.9% |
| 5Y | +53.7% | -2.3% | +56.0% | +45.6% |
| 10Y | +247.2% | +93.9% | +153.3% | +139.7% |
| All | +1,081.8% | +364.4% | +717.4% | +338.7% |
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