-16.7%
DIS vs TE
-75.9%
+59.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | +5.2% | -12.6% | +17.8% | +5.9% |
| 30D | +11.5% | -36.7% | +48.2% | +14.0% |
| 3M | +11.5% | -57.5% | +69.0% | +16.4% |
| 6M | +8.9% | -55.2% | +64.1% | +10.9% |
| YTD | +3.4% | -64.7% | +68.1% | +5.2% |
| 1Y | +7.2% | -35.9% | +43.1% | +3.2% |
| 3Y | +43.3% | -31.8% | +75.1% | +23.8% |
| 5Y | -31.4% | -79.4% | +48.0% | -34.2% |
| All | -16.7% | -75.9% | +59.1% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling