+419.9%
DIS vs TDY
+7,137.3%
-6,717.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | +3.5% | -10.7% | +14.2% | +6.7% |
| 3M | +6.8% | -1.3% | +8.1% | +6.8% |
| 6M | +3.0% | -10.6% | +13.5% | +5.7% |
| YTD | -6.7% | +19.6% | -26.3% | -11.8% |
| 1Y | -10.1% | +11.6% | -21.7% | -13.4% |
| 3Y | +33.0% | +45.2% | -12.2% | +18.6% |
| 5Y | -40.0% | +36.1% | -76.1% | -45.7% |
| 10Y | +21.1% | +458.8% | -437.8% | -23.5% |
| All | +419.9% | +7,137.3% | -6,717.4% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling