+68.4%
T vs DIA
+246.0%
-177.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.3% |
| 7D | -3.1% | -1.2% | -1.8% | -2.3% |
| 30D | +4.6% | -2.7% | +7.3% | +6.4% |
| 3M | +12.2% | +3.3% | +9.0% | +9.7% |
| 6M | -6.5% | +10.4% | -16.9% | -12.7% |
| YTD | +4.9% | +10.0% | -5.1% | -2.1% |
| 1Y | -10.5% | +16.2% | -26.7% | -19.5% |
| 3Y | +104.6% | +58.7% | +45.8% | +45.4% |
| 5Y | +64.2% | +63.6% | +0.6% | +13.1% |
| 10Y | +68.4% | +251.0% | -182.6% | -34.2% |
| All | +68.4% | +246.0% | -177.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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