+71.6%
DIA vs TSLL
-51.4%
+122.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | +2.1% | +17.8% | -15.7% | +1.1% |
| 30D | +1.5% | +8.2% | -6.8% | +0.7% |
| 3M | -2.4% | +20.9% | -23.3% | -4.0% |
| 6M | +6.0% | -37.5% | +43.5% | +7.2% |
| YTD | +10.1% | -44.5% | +54.6% | +11.5% |
| 1Y | +11.8% | -33.0% | +44.8% | +11.8% |
| 3Y | +59.7% | -6.4% | +66.1% | +45.9% |
| All | +71.6% | -51.4% | +122.9% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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