-10.0%
DIS vs TCOM
-45.6%
+35.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -3.5% | -10.2% | +6.7% | -2.1% |
| 30D | +1.0% | -16.8% | +17.8% | +3.4% |
| 3M | +5.7% | -16.7% | +22.4% | +8.1% |
| 6M | +3.3% | -27.1% | +30.3% | +7.1% |
| YTD | -7.7% | -45.5% | +37.8% | -5.0% |
| 1Y | -10.0% | -45.9% | +35.9% | -7.3% |
| All | -10.0% | -45.6% | +35.6% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling