+1,458.7%
DIS vs TMO
+8,241.0%
-6,782.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -2.6% | -1.4% | -1.2% | -2.1% |
| 30D | +3.5% | +6.2% | -2.7% | +1.2% |
| 3M | +6.8% | +27.5% | -20.6% | -2.8% |
| 6M | +3.0% | +20.0% | -17.0% | -4.6% |
| YTD | -6.7% | +6.1% | -12.9% | -9.8% |
| 1Y | -10.1% | +25.8% | -35.9% | -18.6% |
| 3Y | +33.0% | +11.2% | +21.8% | +23.7% |
| 5Y | -40.0% | +9.6% | -49.6% | -44.6% |
| 10Y | +21.1% | +317.8% | -296.7% | -34.5% |
| All | +1,458.7% | +8,241.0% | -6,782.2% | +186.6% |
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