+126.0%
DIA vs TW
+209.8%
-83.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -3.0% | -2.7% | -0.3% | -2.4% |
| 30D | -3.0% | -1.7% | -1.3% | -2.7% |
| 3M | +4.5% | +1.6% | +2.9% | +3.5% |
| 6M | +9.8% | -17.7% | +27.5% | +14.3% |
| YTD | +9.3% | -4.3% | +13.6% | +9.1% |
| 1Y | +16.0% | -13.1% | +29.1% | +18.6% |
| 3Y | +57.7% | +20.3% | +37.5% | +44.2% |
| 5Y | +63.8% | +22.0% | +41.8% | +46.0% |
| All | +126.0% | +209.8% | -83.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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