+447.9%
T vs DIA
+1,144.9%
-697.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.1% |
| 30D | +11.4% | -1.5% | +12.9% | +12.6% |
| 3M | +14.3% | +3.8% | +10.5% | +10.9% |
| 6M | -9.3% | +10.3% | -19.5% | -16.3% |
| YTD | +7.1% | +12.1% | -5.0% | -2.6% |
| 1Y | -9.1% | +18.6% | -27.7% | -21.0% |
| 3Y | +105.3% | +60.6% | +44.7% | +38.5% |
| 5Y | +66.8% | +64.4% | +2.4% | +9.3% |
| 10Y | +66.8% | +250.1% | -183.3% | -41.8% |
| All | +447.9% | +1,144.9% | -697.0% | -28.3% |
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