+21.2%
DIS vs TCOM
-9.7%
+30.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -1.1% | -7.6% | +6.5% | +0.4% |
| 30D | +0.1% | -12.2% | +12.4% | +2.6% |
| 3M | +7.1% | -14.2% | +21.3% | +9.8% |
| 6M | +4.3% | -25.0% | +29.3% | +9.6% |
| YTD | -6.9% | -43.7% | +36.7% | +2.5% |
| 1Y | -10.3% | -44.5% | +34.2% | -1.1% |
| 3Y | +32.8% | +13.4% | +19.4% | +22.9% |
| 5Y | -41.5% | +26.5% | -67.9% | -49.8% |
| 10Y | +21.2% | -10.3% | +31.5% | +0.5% |
| All | +21.2% | -9.7% | +30.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling