+237.1%
DIA vs TMF
-81.8%
+318.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.6% | -3.4% | +1.7% | -1.8% |
| 30D | +1.3% | +11.5% | -10.2% | +2.0% |
| 3M | -2.1% | -4.5% | +2.4% | -2.3% |
| 6M | +6.2% | -15.0% | +21.2% | +5.2% |
| YTD | +10.3% | -19.9% | +30.2% | +8.8% |
| 1Y | +11.0% | -26.6% | +37.6% | +8.8% |
| 3Y | +60.4% | -29.8% | +90.2% | +58.7% |
| 5Y | +59.1% | -88.2% | +147.3% | +25.3% |
| 10Y | +237.1% | -81.4% | +318.4% | +199.7% |
| All | +237.1% | -81.8% | +318.8% | +199.7% |
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