+7.2%
DIS vs TEM
-5.3%
+12.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.7% |
| 7D | +5.2% | +5.3% | -0.1% | +5.0% |
| 30D | +11.5% | +8.1% | +3.4% | +11.0% |
| 3M | +11.5% | +64.9% | -53.4% | +8.0% |
| 6M | +8.9% | +42.1% | -33.3% | +5.9% |
| YTD | +3.4% | +28.8% | -25.4% | -0.7% |
| 1Y | +7.2% | +5.5% | +1.7% | +4.1% |
| All | +7.2% | -5.3% | +12.5% | +4.1% |
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