-31.2%
DIS vs TMF
-87.8%
+56.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +5.7% | +2.7% | +3.0% | +5.6% |
| 30D | +12.7% | +19.3% | -6.6% | +12.0% |
| 3M | +15.2% | -3.7% | +18.9% | +15.3% |
| 6M | +17.6% | -11.3% | +28.9% | +17.9% |
| YTD | +3.8% | -16.6% | +20.4% | +4.3% |
| 1Y | +6.8% | -21.1% | +27.9% | +7.4% |
| 3Y | +42.1% | -26.8% | +68.9% | +42.2% |
| 5Y | -31.2% | -88.0% | +56.9% | -38.7% |
| All | -31.2% | -87.8% | +56.7% | -38.7% |
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