+233.6%
DIA vs TT
+743.1%
-509.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.4% |
| 7D | -0.9% | -2.0% | +1.1% | -0.2% |
| 30D | +0.3% | -14.0% | +14.3% | +6.3% |
| 3M | -4.5% | -15.9% | +11.4% | +2.0% |
| 6M | +3.4% | -17.3% | +20.7% | +10.6% |
| YTD | +7.8% | +4.0% | +3.8% | +3.8% |
| 1Y | +10.7% | -7.1% | +17.9% | +11.9% |
| 3Y | +57.5% | +90.2% | -32.7% | +11.4% |
| 5Y | +53.7% | +131.1% | -77.4% | -4.3% |
| All | +233.6% | +743.1% | -509.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling