+1,635.0%
DIS vs TAP
+864.5%
+770.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.0% |
| 7D | +5.7% | +7.7% | -2.0% | +3.9% |
| 30D | +12.7% | +14.4% | -1.7% | +9.3% |
| 3M | +15.2% | +2.0% | +13.2% | +14.5% |
| 6M | +17.6% | +2.5% | +15.1% | +16.6% |
| YTD | +3.8% | -6.4% | +10.3% | +4.7% |
| 1Y | +6.8% | -2.3% | +9.1% | +6.5% |
| 3Y | +42.1% | -20.3% | +62.4% | +46.8% |
| 5Y | -31.2% | +6.9% | -38.1% | -34.0% |
| 10Y | +37.6% | -46.3% | +83.9% | +46.4% |
| All | +1,635.0% | +864.5% | +770.5% | +965.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling