+591.1%
DIS vs TCOM
+2,899.8%
-2,308.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | +5.3% | +7.4% | -2.1% | +4.0% |
| 30D | +10.2% | +13.2% | -3.0% | +7.9% |
| 3M | +13.5% | -4.6% | +18.1% | +14.3% |
| 6M | +11.1% | -16.4% | +27.5% | +14.2% |
| YTD | +5.5% | -38.8% | +44.3% | +13.8% |
| 1Y | +9.1% | -37.3% | +46.5% | +17.2% |
| 3Y | +36.0% | +31.4% | +4.6% | +24.2% |
| 5Y | -29.8% | +45.5% | -75.4% | -40.1% |
| 10Y | +36.6% | +4.6% | +32.0% | +17.0% |
| All | +591.1% | +2,899.8% | -2,308.6% | +219.0% |
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