-22.5%
DIS vs TDG
+125.9%
-148.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +1.9% | +1.7% | +0.2% | +1.1% |
| 30D | +9.2% | +9.7% | -0.5% | +4.7% |
| 3M | +13.5% | -2.3% | +15.9% | +14.4% |
| 6M | +14.3% | +1.3% | +13.0% | +12.8% |
| YTD | +5.4% | -8.5% | +13.8% | +7.9% |
| 1Y | +12.2% | -8.1% | +20.3% | +14.6% |
| 3Y | +37.2% | +43.4% | -6.2% | +4.7% |
| All | -22.5% | +125.9% | -148.4% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling