+570.4%
DIS vs TKO
+1,479.1%
-908.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +3.1% | -2.5% | 0.0% |
| 30D | +10.3% | +15.0% | -4.7% | +7.2% |
| 3M | +15.6% | +2.9% | +12.7% | +14.8% |
| 6M | +15.1% | +9.0% | +6.1% | +12.8% |
| YTD | +6.0% | -3.4% | +9.4% | +6.2% |
| 1Y | +5.7% | +12.8% | -7.1% | +2.5% |
| 3Y | +39.8% | +158.0% | -118.1% | +13.2% |
| 5Y | -23.9% | +285.4% | -309.3% | -44.1% |
| 10Y | +32.9% | +1,160.4% | -1,127.4% | -27.2% |
| All | +570.4% | +1,479.1% | -908.8% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling