+240.9%
DIA vs TT
+782.6%
-541.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +0.3% |
| 7D | +0.8% | +1.7% | -1.0% | 0.0% |
| 30D | +1.4% | -11.8% | +13.2% | +6.5% |
| 3M | -2.7% | -12.6% | +9.9% | +2.4% |
| 6M | +6.2% | -9.4% | +15.6% | +9.4% |
| YTD | +10.1% | +8.8% | +1.3% | +4.1% |
| 1Y | +13.0% | -2.5% | +15.5% | +11.9% |
| 3Y | +61.9% | +95.7% | -33.8% | +13.2% |
| 5Y | +57.1% | +135.7% | -78.7% | -2.7% |
| 10Y | +240.9% | +750.6% | -509.7% | +13.2% |
| All | +240.9% | +782.6% | -541.7% | +13.2% |
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