-31.9%
DIS vs TER
+53.6%
-85.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | +5.2% | -20.5% | +25.7% | +8.3% |
| 30D | +11.5% | -47.0% | +58.5% | +21.1% |
| 3M | +11.5% | -43.3% | +54.8% | +19.0% |
| 6M | +8.9% | -42.9% | +51.8% | +12.7% |
| YTD | +3.4% | +12.9% | -9.5% | -10.7% |
| 1Y | +7.2% | +18.2% | -11.0% | -8.8% |
| 3Y | +43.3% | +151.8% | -108.5% | -10.6% |
| All | -31.9% | +53.6% | -85.6% | -56.3% |
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