+21.6%
DIS vs TEM
+89.7%
-68.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.9% |
| 7D | +0.9% | +7.8% | -6.9% | +0.3% |
| 30D | +8.9% | +11.2% | -2.4% | +7.8% |
| 3M | +14.5% | +39.0% | -24.4% | +10.7% |
| 6M | +12.2% | +61.6% | -49.4% | +6.4% |
| YTD | +4.7% | +28.5% | -23.8% | +0.6% |
| 1Y | +2.8% | +6.7% | -3.9% | +0.2% |
| All | +21.6% | +89.7% | -68.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling