+1,458.7%
DIS vs TER
+14,183.4%
-12,724.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.7% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +3.5% | -8.3% | +11.8% | +4.7% |
| 3M | +6.8% | -12.2% | +19.0% | +6.4% |
| 6M | +3.0% | +17.1% | -14.1% | -4.5% |
| YTD | -6.7% | +84.7% | -91.4% | -21.4% |
| 1Y | -10.1% | +199.9% | -210.0% | -31.9% |
| 3Y | +33.0% | +232.8% | -199.7% | -4.6% |
| 5Y | -40.0% | +198.6% | -238.6% | -57.0% |
| 10Y | +21.1% | +1,669.7% | -1,648.7% | -40.1% |
| All | +1,458.7% | +14,183.4% | -12,724.7% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling