+31.9%
DIS vs TMF
-82.1%
+114.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.5% |
| 7D | +1.9% | -9.3% | +11.2% | +1.3% |
| 30D | +9.2% | +1.9% | +7.2% | +9.3% |
| 3M | +13.5% | -11.2% | +24.8% | +12.8% |
| 6M | +14.3% | -17.7% | +32.0% | +13.0% |
| YTD | +5.4% | -24.5% | +29.8% | +3.7% |
| 1Y | +12.2% | -29.4% | +41.6% | +9.9% |
| 3Y | +37.2% | -33.4% | +70.6% | +35.4% |
| 5Y | -23.1% | -88.7% | +65.6% | -38.8% |
| All | +31.9% | -82.1% | +114.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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