+1,107.4%
DIA vs TT
+5,283.9%
-4,176.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +0.5% |
| 7D | +0.8% | +1.7% | -1.0% | +0.1% |
| 30D | +1.4% | -11.8% | +13.2% | +5.9% |
| 3M | -2.7% | -12.6% | +9.9% | +1.8% |
| 6M | +6.2% | -9.4% | +15.6% | +9.1% |
| YTD | +10.1% | +8.8% | +1.3% | +5.1% |
| 1Y | +13.0% | -2.5% | +15.5% | +12.2% |
| 3Y | +61.9% | +95.7% | -33.8% | +21.5% |
| 5Y | +57.1% | +135.7% | -78.7% | +7.7% |
| 10Y | +240.9% | +750.6% | -509.7% | +42.7% |
| All | +1,107.4% | +5,283.9% | -4,176.5% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling