-24.9%
DIS vs TE
-53.0%
+28.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -2.6% | -4.0% | +1.4% | -2.4% |
| 30D | +3.5% | -15.9% | +19.4% | +4.4% |
| 3M | +6.8% | -60.5% | +67.4% | +11.9% |
| 6M | +3.0% | -35.2% | +38.2% | +2.9% |
| YTD | -6.7% | -31.1% | +24.4% | -8.2% |
| 1Y | -10.1% | +148.6% | -158.7% | -22.1% |
| 3Y | +33.0% | -26.4% | +59.4% | +20.2% |
| 5Y | -40.0% | -48.0% | +8.0% | -44.8% |
| All | -24.9% | -53.0% | +28.1% | -25.2% |
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