-41.1%
DIS vs TD
+124.9%
-166.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.0% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | +3.5% | +0.4% | +3.1% | +3.1% |
| 3M | +6.8% | +7.6% | -0.8% | +1.9% |
| 6M | +3.0% | +25.0% | -22.0% | -10.1% |
| YTD | -6.7% | +31.0% | -37.7% | -20.9% |
| 1Y | -10.1% | +65.2% | -75.3% | -33.6% |
| 3Y | +33.0% | +122.5% | -89.4% | -19.5% |
| All | -41.1% | +124.9% | -166.0% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling