+1,458.7%
DIS vs TAP
+825.0%
+633.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -2.6% | -2.3% | -0.3% | -2.1% |
| 30D | +3.5% | -2.1% | +5.6% | +4.0% |
| 3M | +6.8% | +6.6% | +0.2% | +5.2% |
| 6M | +3.0% | -11.5% | +14.5% | +5.5% |
| YTD | -6.7% | -10.3% | +3.5% | -4.9% |
| 1Y | -10.1% | -14.4% | +4.3% | -7.6% |
| 3Y | +33.0% | -28.3% | +61.3% | +40.7% |
| 5Y | -40.0% | +1.7% | -41.7% | -41.8% |
| 10Y | +21.1% | -49.2% | +70.3% | +30.5% |
| All | +1,458.7% | +825.0% | +633.7% | +868.0% |
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