+1,129.1%
DIA vs TRV
+1,716.7%
-587.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -0.2% | -0.1% | 0.0% | -0.1% |
| 30D | -1.5% | -3.4% | +1.9% | -0.2% |
| 3M | +3.8% | +26.4% | -22.6% | -5.9% |
| 6M | +10.3% | +19.3% | -9.0% | +2.2% |
| YTD | +12.1% | +28.3% | -16.2% | +0.8% |
| 1Y | +18.6% | +34.3% | -15.6% | +4.6% |
| 3Y | +60.6% | +140.1% | -79.5% | +10.4% |
| 5Y | +64.4% | +155.7% | -91.3% | +8.9% |
| 10Y | +250.1% | +285.5% | -35.4% | +92.1% |
| All | +1,129.1% | +1,716.7% | -587.6% | +243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling