+249.2%
DIA vs TMF
-87.2%
+336.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.2% | -1.4% | +1.3% | -0.3% |
| 30D | -1.5% | -2.8% | +1.3% | -1.7% |
| 3M | +3.8% | -10.9% | +14.7% | +3.0% |
| 6M | +10.3% | -21.3% | +31.6% | +8.5% |
| YTD | +12.1% | -15.9% | +28.0% | +10.9% |
| 1Y | +18.6% | -15.7% | +34.4% | +17.5% |
| 3Y | +60.6% | -43.4% | +104.0% | +55.4% |
| 5Y | +64.4% | -87.8% | +152.2% | +30.7% |
| All | +249.2% | -87.2% | +336.4% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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