+35.2%
DIS vs TLN
+710.8%
-675.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +1.9% | +11.0% | -9.1% | +1.1% |
| 30D | +9.2% | +4.9% | +4.2% | +8.6% |
| 3M | +13.5% | +4.9% | +8.6% | +12.7% |
| 6M | +14.3% | +7.1% | +7.2% | +12.7% |
| YTD | +5.4% | +0.3% | +5.1% | +4.0% |
| 1Y | +12.2% | +5.9% | +6.3% | +10.0% |
| 3Y | +37.2% | +578.5% | -541.3% | +17.6% |
| All | +35.2% | +710.8% | -675.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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