+60.1%
DIA vs TW
+41.7%
+18.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -1.6% | +2.8% | -4.5% | -1.9% |
| 30D | +1.3% | +18.1% | -16.8% | -0.3% |
| 3M | -2.1% | +25.2% | -27.3% | -4.1% |
| 6M | +6.2% | +19.1% | -12.9% | +4.5% |
| YTD | +10.3% | +21.9% | -11.6% | +7.8% |
| 1Y | +11.0% | +18.9% | -7.9% | +8.9% |
| All | +60.1% | +41.7% | +18.4% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling