+36.6%
DIS vs TAP
-49.5%
+86.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +5.3% | -7.8% | +13.1% | +7.9% |
| 30D | +10.2% | +7.1% | +3.1% | +7.7% |
| 3M | +13.5% | -7.0% | +20.6% | +15.8% |
| 6M | +11.1% | -3.8% | +14.9% | +11.9% |
| YTD | +5.5% | -11.7% | +17.2% | +8.5% |
| 1Y | +9.1% | -10.1% | +19.2% | +11.4% |
| 3Y | +36.0% | -23.7% | +59.7% | +43.9% |
| 5Y | -29.8% | +2.9% | -32.7% | -34.4% |
| 10Y | +36.6% | -49.5% | +86.1% | +32.9% |
| All | +36.6% | -49.5% | +86.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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