-25.1%
DIS vs TE
-48.3%
+23.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.0% | -10.2% | -0.8% |
| 7D | -1.1% | +18.2% | -19.3% | -2.1% |
| 30D | +0.1% | -13.5% | +13.6% | +0.8% |
| 3M | +7.1% | -44.6% | +51.7% | +9.9% |
| 6M | +4.3% | -24.7% | +29.0% | +3.1% |
| YTD | -6.9% | -24.3% | +17.3% | -9.0% |
| 1Y | -10.3% | +155.6% | -165.9% | -22.4% |
| 3Y | +32.8% | -18.3% | +51.1% | +19.1% |
| 5Y | -41.5% | -41.3% | -0.2% | -46.5% |
| All | -25.1% | -48.3% | +23.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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