+43.3%
DIS vs TAP
-23.7%
+67.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.6% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +11.5% | +9.1% | +2.3% | +9.3% |
| 3M | +11.5% | -3.8% | +15.3% | +12.3% |
| 6M | +8.9% | -3.4% | +12.3% | +9.3% |
| YTD | +3.4% | -10.6% | +14.0% | +4.9% |
| 1Y | +7.2% | -4.4% | +11.6% | +7.1% |
| 3Y | +43.3% | -24.4% | +67.7% | +56.4% |
| All | +43.3% | -23.7% | +67.0% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling