+57.9%
DIA vs TMF
-88.6%
+146.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +2.1% | -9.3% | +11.4% | +2.5% |
| 30D | +1.5% | +1.9% | -0.5% | +1.4% |
| 3M | -2.4% | -11.2% | +8.8% | -2.1% |
| 6M | +6.0% | -17.7% | +23.7% | +6.5% |
| YTD | +10.1% | -24.5% | +34.5% | +10.9% |
| 1Y | +11.8% | -29.4% | +41.2% | +12.8% |
| 3Y | +59.7% | -33.4% | +93.1% | +60.7% |
| All | +57.9% | -88.6% | +146.5% | +47.3% |
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