+577.4%
DIS vs TCOM
+2,922.3%
-2,344.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +5.2% | +12.1% | -6.8% | +3.2% |
| 30D | +11.5% | +16.5% | -5.0% | +8.5% |
| 3M | +11.5% | -4.0% | +15.6% | +12.2% |
| 6M | +8.9% | -18.5% | +27.4% | +12.4% |
| YTD | +3.4% | -38.3% | +41.7% | +11.4% |
| 1Y | +7.2% | -36.6% | +43.8% | +14.9% |
| 3Y | +43.3% | +31.1% | +12.2% | +31.0% |
| 5Y | -31.4% | +47.6% | -79.0% | -41.6% |
| 10Y | +37.1% | +5.1% | +32.0% | +17.3% |
| All | +577.4% | +2,922.3% | -2,344.9% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling