-29.8%
DIS vs TER
+73.2%
-103.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.7% | -10.7% | +0.3% |
| 7D | +5.3% | -5.8% | +11.1% | +5.8% |
| 30D | +10.2% | -38.9% | +49.2% | +17.4% |
| 3M | +13.5% | -35.1% | +48.7% | +18.8% |
| 6M | +11.1% | -31.6% | +42.7% | +11.7% |
| YTD | +5.5% | +27.2% | -21.7% | -10.5% |
| 1Y | +9.1% | +35.2% | -26.1% | -9.1% |
| 3Y | +36.0% | +192.8% | -156.8% | -17.5% |
| 5Y | -29.8% | +72.4% | -102.3% | -55.7% |
| All | -29.8% | +73.2% | -103.1% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling