+22.3%
DIS vs TD
+295.5%
-273.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | -3.5% | -1.9% | -1.6% | -2.4% |
| 30D | +1.0% | -1.6% | +2.6% | +1.8% |
| 3M | +5.7% | +4.6% | +1.1% | +2.1% |
| 6M | +3.3% | +26.8% | -23.6% | -12.0% |
| YTD | -7.7% | +28.3% | -36.1% | -22.1% |
| 1Y | -10.0% | +60.4% | -70.4% | -34.3% |
| 3Y | +31.7% | +125.7% | -94.0% | -24.9% |
| 5Y | -42.2% | +122.4% | -164.6% | -66.9% |
| 10Y | +22.3% | +297.1% | -274.7% | -49.7% |
| All | +22.3% | +295.5% | -273.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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