+777.9%
DIA vs TPR
+7,380.8%
-6,602.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | -1.5% | -23.0% | +21.4% | +4.3% |
| 3M | +3.8% | -12.5% | +16.2% | +6.3% |
| 6M | +10.3% | -21.4% | +31.7% | +15.4% |
| YTD | +12.1% | -3.5% | +15.6% | +11.3% |
| 1Y | +18.6% | +17.4% | +1.3% | +11.7% |
| 3Y | +60.6% | +291.3% | -230.6% | +8.8% |
| 5Y | +64.4% | +241.9% | -177.5% | +11.0% |
| 10Y | +250.1% | +322.7% | -72.6% | +98.9% |
| All | +777.9% | +7,380.8% | -6,602.8% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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