+8.9%
DIS vs TE
-56.1%
+64.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.4% |
| 7D | +5.2% | -12.6% | +17.8% | +5.2% |
| 30D | +11.5% | -36.7% | +48.2% | +11.3% |
| 3M | +11.5% | -57.5% | +69.0% | +11.4% |
| 6M | +8.9% | -55.2% | +64.1% | +5.4% |
| All | +8.9% | -56.1% | +64.9% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling