+240.9%
DIA vs TMF
-83.0%
+323.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | +1.4% | +16.3% | -14.9% | +2.4% |
| 3M | -2.7% | -2.7% | 0.0% | -2.8% |
| 6M | +6.2% | -13.2% | +19.4% | +5.3% |
| YTD | +10.1% | -16.7% | +26.8% | +8.9% |
| 1Y | +13.0% | -22.7% | +35.7% | +11.1% |
| 3Y | +61.9% | -26.1% | +88.0% | +60.7% |
| 5Y | +57.1% | -88.4% | +145.5% | +22.7% |
| 10Y | +240.9% | -81.8% | +322.7% | +203.9% |
| All | +240.9% | -83.0% | +323.9% | +203.9% |
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