+64.8%
DIA vs TRV
+153.3%
-88.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -2.7% | -2.3% | -0.4% | -2.0% |
| 3M | +3.3% | +22.7% | -19.4% | -3.8% |
| 6M | +10.4% | +21.9% | -11.5% | +2.9% |
| YTD | +10.0% | +27.5% | -17.5% | +0.8% |
| 1Y | +16.2% | +36.2% | -20.1% | +3.9% |
| 3Y | +58.7% | +140.6% | -81.9% | +13.0% |
| All | +64.8% | +153.3% | -88.5% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling