+1,458.7%
DIS vs TFC
+2,596.5%
-1,137.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +2.4% | -5.0% | -3.4% |
| 30D | +3.5% | -1.3% | +4.8% | +3.9% |
| 3M | +6.8% | +6.1% | +0.8% | +4.3% |
| 6M | +3.0% | +7.3% | -4.4% | 0.0% |
| YTD | -6.7% | +8.2% | -14.9% | -9.8% |
| 1Y | -10.1% | +14.4% | -24.5% | -14.9% |
| 3Y | +33.0% | +93.7% | -60.7% | +2.7% |
| 5Y | -40.0% | +16.4% | -56.4% | -45.7% |
| 10Y | +21.1% | +101.6% | -80.5% | -14.0% |
| All | +1,458.7% | +2,596.5% | -1,137.7% | +598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling