+8.0%
DIS vs TEM
+60.7%
-52.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.1% | +3.2% | -4.3% | -1.3% |
| 30D | +0.1% | +23.5% | -23.4% | -1.9% |
| 3M | +7.1% | +32.3% | -25.2% | +3.8% |
| 6M | +4.3% | +23.0% | -18.8% | +1.2% |
| YTD | -6.9% | +8.9% | -15.8% | -9.0% |
| 1Y | -10.3% | -19.9% | +9.5% | -10.6% |
| All | +8.0% | +60.7% | -52.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling