+8.3%
DIS vs TEM
-11.1%
+19.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +4.3% |
| 7D | +9.1% | -1.3% | +10.4% | +9.1% |
| 30D | +14.8% | -9.5% | +24.3% | +15.1% |
| 3M | +21.2% | +60.7% | -39.5% | +17.4% |
| 6M | +18.3% | +35.5% | -17.2% | +15.5% |
| YTD | +5.4% | +28.0% | -22.7% | +1.4% |
| 1Y | +8.3% | -10.5% | +18.8% | +6.7% |
| All | +8.3% | -11.1% | +19.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling