+19.7%
DIS vs TLN
+583.6%
-563.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.0% |
| 7D | -2.6% | +7.1% | -9.6% | -3.1% |
| 30D | +3.5% | -3.9% | +7.4% | +3.7% |
| 3M | +6.8% | -16.2% | +23.0% | +8.0% |
| 6M | +3.0% | -5.8% | +8.8% | +2.7% |
| YTD | -6.7% | -15.4% | +8.7% | -6.4% |
| 1Y | -10.1% | -16.7% | +6.6% | -10.0% |
| 3Y | +33.0% | +473.8% | -440.7% | +16.3% |
| All | +19.7% | +583.6% | -563.9% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling