+36.3%
DIS vs TER
+993.6%
-957.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +4.4% | -8.9% | +13.3% | +5.7% |
| 30D | +10.3% | -39.1% | +49.4% | +19.8% |
| 3M | +15.5% | -32.8% | +48.3% | +21.7% |
| 6M | +11.2% | -31.7% | +42.9% | +12.8% |
| YTD | +5.6% | +26.9% | -21.3% | -10.8% |
| 1Y | +7.7% | +33.6% | -25.8% | -10.5% |
| 3Y | +39.3% | +181.5% | -142.2% | -12.4% |
| 5Y | -29.5% | +76.1% | -105.7% | -51.6% |
| 10Y | +36.3% | +1,006.2% | -970.0% | -44.2% |
| All | +36.3% | +993.6% | -957.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling