+1,129.1%
DIA vs TT
+5,633.9%
-4,504.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | -1.5% | -7.4% | +5.9% | +1.2% |
| 3M | +3.8% | -3.2% | +7.0% | +4.6% |
| 6M | +10.3% | +1.1% | +9.2% | +8.9% |
| YTD | +12.1% | +15.6% | -3.5% | +5.0% |
| 1Y | +18.6% | +9.2% | +9.5% | +13.2% |
| 3Y | +60.6% | +124.4% | -63.7% | +14.3% |
| 5Y | +64.4% | +138.0% | -73.6% | +12.6% |
| 10Y | +250.1% | +886.4% | -636.3% | +39.1% |
| All | +1,129.1% | +5,633.9% | -4,504.9% | +109.8% |
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