+34.2%
DIS vs TMF
-84.4%
+118.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.2% | +1.2% | +4.0% | +5.3% |
| 30D | +11.5% | +19.7% | -8.3% | +12.6% |
| 3M | +11.5% | -2.1% | +13.6% | +11.4% |
| 6M | +8.9% | -13.4% | +22.3% | +7.9% |
| YTD | +3.4% | -16.7% | +20.1% | +2.3% |
| 1Y | +7.2% | -23.3% | +30.5% | +5.4% |
| 3Y | +43.3% | -24.8% | +68.1% | +42.6% |
| 5Y | -31.4% | -88.0% | +56.6% | -45.4% |
| All | +34.2% | -84.4% | +118.6% | +16.6% |
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