+68.0%
DIA vs TSLL
-58.7%
+126.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.6% | -9.0% | -0.9% |
| 7D | -0.9% | -21.2% | +20.3% | +0.2% |
| 30D | +0.3% | -13.3% | +13.6% | +0.8% |
| 3M | -4.5% | +15.4% | -19.9% | -5.8% |
| 6M | +3.4% | -34.2% | +37.6% | +4.2% |
| YTD | +7.8% | -52.9% | +60.7% | +10.2% |
| 1Y | +10.7% | -54.3% | +65.1% | +13.1% |
| 3Y | +57.5% | -18.4% | +75.9% | +45.0% |
| All | +68.0% | -58.7% | +126.7% | +67.9% |
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