+127.6%
DIA vs TW
+301.3%
-173.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.1% | +3.9% | -1.8% | +1.2% |
| 30D | +1.5% | +19.9% | -18.5% | -2.8% |
| 3M | -2.4% | +25.9% | -28.4% | -7.7% |
| 6M | +6.0% | +21.1% | -15.2% | +0.6% |
| YTD | +10.1% | +23.9% | -13.8% | +3.3% |
| 1Y | +11.8% | +21.2% | -9.4% | +5.5% |
| 3Y | +59.7% | +44.8% | +14.9% | +40.4% |
| 5Y | +57.9% | +41.4% | +16.5% | +37.0% |
| All | +127.6% | +301.3% | -173.7% | +48.7% |
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