To compare a working copy file [filename] with the HEAD revision in the repository, use the following command:
svn diff -rHEAD [filename]
You can compare all modified files with the following string of commands:
svn status | grep '^M' | awk '{print $2}' | xargs svn diff -rHEAD
You can create a simple bash alias by adding the following to /etc/bash/bashrc or ~/.bashrc
alias svndiffall="echo svn status | grep '^M' | awk '{print $2}' | xargs svn diff -rHEAD"
Also see Bash aliases.
References
The string of commands is a modification of those here: Adding all new files with SVN.