-41.6%
DIS vs TDG
+125.6%
-167.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -3.5% | -2.4% | -1.1% | -2.5% |
| 30D | +1.0% | -8.0% | +9.0% | +4.7% |
| 3M | +5.7% | -10.5% | +16.2% | +10.6% |
| 6M | +3.3% | -11.9% | +15.2% | +8.5% |
| YTD | -7.7% | -15.4% | +7.6% | -1.9% |
| 1Y | -10.0% | -14.2% | +4.3% | -5.2% |
| 3Y | +31.7% | +51.0% | -19.3% | -4.2% |
| All | -41.6% | +125.6% | -167.3% | -68.0% |
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