+1,635.0%
DIS vs TER
+8,410.9%
-6,775.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.2% | +13.8% | +1.3% |
| 7D | +5.7% | -28.2% | +33.9% | +11.7% |
| 30D | +12.7% | -50.6% | +63.2% | +26.8% |
| 3M | +15.2% | -45.3% | +60.5% | +26.0% |
| 6M | +17.6% | -40.4% | +57.9% | +23.1% |
| YTD | +3.8% | +10.0% | -6.2% | -5.3% |
| 1Y | +6.8% | +13.6% | -6.8% | -3.5% |
| 3Y | +42.1% | +145.2% | -103.1% | +5.9% |
| 5Y | -31.2% | +50.4% | -81.5% | -44.8% |
| 10Y | +37.6% | +882.9% | -845.3% | -25.3% |
| All | +1,635.0% | +8,410.9% | -6,775.9% | +428.9% |
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