-31.9%
DIS vs TMF
-88.0%
+56.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.2% | +1.2% | +4.0% | +5.2% |
| 30D | +11.5% | +19.7% | -8.3% | +10.8% |
| 3M | +11.5% | -2.1% | +13.6% | +11.6% |
| 6M | +8.9% | -13.4% | +22.3% | +9.3% |
| YTD | +3.4% | -16.7% | +20.1% | +3.9% |
| 1Y | +7.2% | -23.3% | +30.5% | +7.8% |
| 3Y | +43.3% | -24.8% | +68.1% | +43.3% |
| All | -31.9% | -88.0% | +56.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling