+22.7%
DIS vs TDG
+540.0%
-517.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | +2.2% | -9.3% | +11.5% | +6.3% |
| 3M | +8.1% | -7.1% | +15.2% | +11.1% |
| 6M | +5.2% | -11.2% | +16.4% | +9.7% |
| YTD | -6.3% | -15.3% | +9.0% | -0.9% |
| 1Y | -7.3% | -12.5% | +5.2% | -3.5% |
| 3Y | +33.8% | +51.2% | -17.4% | +7.7% |
| 5Y | -40.7% | +126.1% | -166.9% | -60.0% |
| All | +22.7% | +540.0% | -517.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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