+31.9%
DIS vs TDY
+434.3%
-402.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +1.9% | +4.1% | -2.2% | +0.1% |
| 30D | +9.2% | +5.7% | +3.4% | +5.9% |
| 3M | +13.5% | -4.4% | +18.0% | +15.1% |
| 6M | +14.3% | +1.2% | +13.1% | +12.2% |
| YTD | +5.4% | +26.0% | -20.7% | -7.3% |
| 1Y | +12.2% | +27.4% | -15.2% | -2.0% |
| 3Y | +37.2% | +67.5% | -30.3% | +3.7% |
| 5Y | -23.1% | +44.9% | -68.0% | -38.4% |
| All | +31.9% | +434.3% | -402.4% | -26.8% |
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