+1,106.1%
DIA vs TMO
+1,728.0%
-622.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -1.2% | -0.5% | -0.8% | -1.1% |
| 30D | -2.7% | +1.0% | -3.7% | -3.1% |
| 3M | +3.3% | +22.7% | -19.4% | -4.2% |
| 6M | +10.4% | +19.0% | -8.6% | +2.9% |
| YTD | +10.0% | +4.7% | +5.3% | +6.9% |
| 1Y | +16.2% | +26.0% | -9.8% | +5.4% |
| 3Y | +58.7% | +18.0% | +40.7% | +44.9% |
| 5Y | +63.6% | +8.0% | +55.6% | +51.2% |
| 10Y | +251.0% | +333.8% | -82.7% | +94.9% |
| All | +1,106.1% | +1,728.0% | -622.0% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling