-10.5%
T vs DIA
+16.7%
-27.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.8% |
| 7D | -3.1% | -1.2% | -1.8% | -3.1% |
| 30D | +4.6% | -2.7% | +7.3% | +4.5% |
| 3M | +12.2% | +3.3% | +9.0% | +12.4% |
| 6M | -6.5% | +10.4% | -16.9% | -5.8% |
| YTD | +4.9% | +10.0% | -5.1% | +4.8% |
| 1Y | -10.5% | +16.2% | -26.7% | -12.8% |
| All | -10.5% | +16.7% | -27.2% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling