+18.6%
DIA vs TRV
+34.7%
-16.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.2% | -0.1% | 0.0% | -0.2% |
| 30D | -1.5% | -3.4% | +1.9% | -1.2% |
| 3M | +3.8% | +26.4% | -22.6% | -0.1% |
| 6M | +10.3% | +19.3% | -9.0% | +7.4% |
| YTD | +12.1% | +28.3% | -16.2% | +7.5% |
| 1Y | +18.6% | +34.3% | -15.6% | +12.8% |
| All | +18.6% | +34.7% | -16.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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