+22.7%
DIS vs TKO
+985.8%
-963.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +2.2% | -2.6% | +4.8% | +2.8% |
| 3M | +8.1% | -7.8% | +15.9% | +9.9% |
| 6M | +5.2% | -7.0% | +12.3% | +6.5% |
| YTD | -6.3% | -8.5% | +2.3% | -4.9% |
| 1Y | -7.3% | -1.3% | -6.0% | -7.7% |
| 3Y | +33.8% | +105.0% | -71.2% | +11.3% |
| 5Y | -40.7% | +292.9% | -333.6% | -58.3% |
| All | +22.7% | +985.8% | -963.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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