+819.0%
DIA vs TMF
-69.2%
+888.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +1.2% | -2.2% | -0.8% |
| 30D | +0.3% | +19.7% | -19.5% | +2.3% |
| 3M | -4.5% | -2.1% | -2.4% | -4.7% |
| 6M | +3.4% | -13.4% | +16.8% | +1.8% |
| YTD | +7.8% | -16.7% | +24.5% | +5.8% |
| 1Y | +10.7% | -23.3% | +34.1% | +7.8% |
| 3Y | +57.5% | -24.8% | +82.4% | +55.7% |
| 5Y | +53.7% | -88.0% | +141.8% | +19.3% |
| 10Y | +247.2% | -84.7% | +331.9% | +202.3% |
| All | +819.0% | -69.2% | +888.1% | +919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling