+65.7%
DIA vs TT
+140.2%
-74.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -1.5% | -7.2% | +5.6% | +0.8% |
| 3M | +3.8% | -3.0% | +6.7% | +4.4% |
| 6M | +10.3% | +1.4% | +8.9% | +9.0% |
| YTD | +12.1% | +15.9% | -3.8% | +5.6% |
| 1Y | +18.6% | +9.4% | +9.2% | +13.7% |
| 3Y | +60.6% | +124.4% | -63.7% | +15.6% |
| All | +65.7% | +140.2% | -74.5% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling