+1,660.9%
DIS vs TMO
+9,422.9%
-7,762.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | +9.2% | +4.0% | +5.1% | +7.5% |
| 3M | +13.5% | +17.6% | -4.1% | +6.7% |
| 6M | +14.3% | +57.3% | -43.0% | -4.0% |
| YTD | +5.4% | +21.2% | -15.8% | -3.1% |
| 1Y | +12.2% | +21.1% | -9.0% | +3.1% |
| 3Y | +37.2% | +58.8% | -21.6% | +11.9% |
| 5Y | -23.1% | +11.8% | -34.9% | -29.5% |
| 10Y | +32.2% | +376.2% | -344.1% | -31.9% |
| All | +1,660.9% | +9,422.9% | -7,762.0% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling