+58.9%
DIA vs TMO
+19.5%
+39.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -1.6% | -0.6% | -0.9% | -1.4% |
| 30D | -2.0% | +1.1% | -3.2% | -2.3% |
| 3M | +3.6% | +28.3% | -24.7% | -2.9% |
| 6M | +11.5% | +23.3% | -11.8% | +5.2% |
| YTD | +10.4% | +5.5% | +4.9% | +8.5% |
| 1Y | +15.6% | +24.5% | -9.0% | +8.2% |
| 3Y | +58.9% | +19.6% | +39.3% | +46.8% |
| All | +58.9% | +19.5% | +39.4% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling