+15.6%
DIA vs TMO
+27.4%
-11.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | -2.0% | +1.1% | -3.2% | -2.2% |
| 3M | +3.6% | +28.3% | -24.7% | -0.2% |
| 6M | +11.5% | +23.3% | -11.8% | +7.8% |
| YTD | +10.4% | +5.5% | +4.9% | +9.2% |
| 1Y | +15.6% | +24.5% | -9.0% | +13.5% |
| All | +15.6% | +27.4% | -11.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling