+53.3%
DIA vs TMF
-88.0%
+141.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +1.2% | -2.2% | -1.0% |
| 30D | +0.3% | +19.7% | -19.5% | -0.3% |
| 3M | -4.5% | -2.1% | -2.4% | -4.5% |
| 6M | +3.4% | -13.4% | +16.8% | +3.7% |
| YTD | +7.8% | -16.7% | +24.5% | +8.2% |
| 1Y | +10.7% | -23.3% | +34.1% | +11.4% |
| 3Y | +57.5% | -24.8% | +82.4% | +58.0% |
| All | +53.3% | -88.0% | +141.3% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling