+22.7%
DIS vs TDY
+472.2%
-449.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.3% | -1.9% | +0.6% | -0.4% |
| 30D | +2.2% | -12.5% | +14.7% | +8.4% |
| 3M | +8.1% | -0.8% | +8.9% | +7.8% |
| 6M | +5.2% | -9.0% | +14.2% | +8.8% |
| YTD | -6.3% | +16.8% | -23.1% | -14.1% |
| 1Y | -7.3% | +9.5% | -16.7% | -12.6% |
| 3Y | +33.8% | +45.4% | -11.6% | +8.9% |
| 5Y | -40.7% | +37.8% | -78.5% | -51.0% |
| All | +22.7% | +472.2% | -449.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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