-41.1%
DIS vs TAP
+2.2%
-43.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -2.6% | -2.3% | -0.3% | -2.0% |
| 30D | +3.5% | -2.1% | +5.6% | +4.1% |
| 3M | +6.8% | +6.6% | +0.2% | +5.0% |
| 6M | +3.0% | -11.5% | +14.5% | +5.8% |
| YTD | -6.7% | -10.3% | +3.5% | -4.8% |
| 1Y | -10.1% | -14.4% | +4.3% | -7.3% |
| 3Y | +33.0% | -28.3% | +61.3% | +42.3% |
| All | -41.1% | +2.2% | -43.3% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling