+1,628.0%
DIS vs TAP
+821.1%
+806.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +11.5% | -3.8% | +15.3% | +12.3% |
| 6M | +8.9% | -3.4% | +12.3% | +9.4% |
| YTD | +3.4% | -10.6% | +14.0% | +5.3% |
| 1Y | +7.2% | -4.4% | +11.6% | +7.4% |
| 3Y | +43.3% | -24.4% | +67.7% | +49.7% |
| 5Y | -31.4% | +2.1% | -33.5% | -33.6% |
| 10Y | +37.1% | -48.7% | +85.8% | +47.3% |
| All | +1,628.0% | +821.1% | +806.9% | +972.2% |
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