-40.7%
DIS vs TMO
+7.0%
-47.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -1.3% | -2.5% | +1.2% | -0.4% |
| 30D | +2.2% | -0.3% | +2.5% | +2.3% |
| 3M | +8.1% | +25.3% | -17.1% | -0.8% |
| 6M | +5.2% | +20.9% | -15.6% | -2.7% |
| YTD | -6.3% | +4.3% | -10.6% | -8.5% |
| 1Y | -7.3% | +27.0% | -34.3% | -16.5% |
| 3Y | +33.8% | +17.5% | +16.3% | +20.8% |
| 5Y | -40.7% | +6.9% | -47.7% | -46.8% |
| All | -40.7% | +7.0% | -47.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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