+511.0%
DIS vs TCOM
+2,694.8%
-2,183.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.6% | -9.5% | +6.9% | -0.9% |
| 30D | +3.5% | -10.7% | +14.2% | +5.5% |
| 3M | +6.8% | -14.6% | +21.4% | +9.5% |
| 6M | +3.0% | -19.3% | +22.3% | +6.6% |
| YTD | -6.7% | -42.9% | +36.2% | +2.0% |
| 1Y | -10.1% | -43.8% | +33.7% | -1.6% |
| 3Y | +33.0% | +2.1% | +30.9% | +27.0% |
| 5Y | -40.0% | +31.2% | -71.2% | -47.9% |
| 10Y | +21.1% | -13.9% | +35.0% | +7.2% |
| All | +511.0% | +2,694.8% | -2,183.7% | +185.8% |
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