+380.3%
T vs DIA
+1,125.5%
-745.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.1% |
| 7D | +2.0% | -1.6% | +3.6% | +3.1% |
| 30D | -1.0% | +1.3% | -2.3% | -2.1% |
| 3M | -8.1% | -2.1% | -6.1% | -6.9% |
| 6M | -8.3% | +6.2% | -14.5% | -12.8% |
| YTD | -6.1% | +10.3% | -16.5% | -13.8% |
| 1Y | -7.4% | +11.0% | -18.4% | -15.4% |
| 3Y | +65.4% | +60.4% | +5.1% | +11.5% |
| 5Y | +57.6% | +59.1% | -1.4% | +5.8% |
| 10Y | +61.4% | +237.1% | -175.7% | -42.1% |
| All | +380.3% | +1,125.5% | -745.2% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling