+22.5%
DIS vs TEM
+111.1%
-88.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.0% | -9.0% | +1.2% |
| 7D | +5.3% | +7.6% | -2.3% | +4.7% |
| 30D | +10.2% | +19.0% | -8.8% | +8.6% |
| 3M | +13.5% | +62.2% | -48.7% | +8.4% |
| 6M | +11.1% | +69.4% | -58.2% | +5.1% |
| YTD | +5.5% | +43.0% | -37.5% | +0.6% |
| 1Y | +9.1% | +18.0% | -8.9% | +5.6% |
| All | +22.5% | +111.1% | -88.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling