-23.9%
DIS vs TAP
+1.8%
-25.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +0.6% | -8.0% | +8.6% | +2.8% |
| 30D | +10.3% | +4.1% | +6.2% | +9.0% |
| 3M | +15.6% | -4.4% | +19.9% | +16.7% |
| 6M | +15.1% | -1.9% | +17.1% | +15.3% |
| YTD | +6.0% | -12.1% | +18.0% | +8.5% |
| 1Y | +5.7% | -12.0% | +17.7% | +8.1% |
| 3Y | +39.8% | -25.0% | +64.8% | +47.4% |
| 5Y | -23.9% | -1.1% | -22.8% | -28.5% |
| All | -23.9% | +1.8% | -25.7% | -28.5% |
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