+22.0%
DIS vs TFC
+105.4%
-83.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +2.4% | -5.0% | -3.6% |
| 30D | +3.5% | -1.3% | +4.8% | +4.0% |
| 3M | +6.8% | +6.1% | +0.8% | +3.7% |
| 6M | +3.0% | +7.3% | -4.4% | -0.7% |
| YTD | -6.7% | +8.2% | -14.9% | -10.5% |
| 1Y | -10.1% | +14.4% | -24.5% | -16.0% |
| 3Y | +33.0% | +93.7% | -60.7% | -3.3% |
| 5Y | -40.0% | +16.4% | -56.4% | -46.8% |
| All | +22.0% | +105.4% | -83.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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