+22.3%
DIS vs TNA
+74.0%
-51.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.2% |
| 7D | -3.5% | -3.6% | +0.1% | -2.7% |
| 30D | +1.0% | -10.1% | +11.0% | +3.5% |
| 3M | +5.7% | +2.7% | +3.0% | +4.2% |
| 6M | +3.3% | +38.4% | -35.1% | -6.7% |
| YTD | -7.7% | +45.4% | -53.2% | -18.3% |
| 1Y | -10.0% | +55.9% | -65.9% | -22.6% |
| 3Y | +31.7% | +109.8% | -78.1% | -5.4% |
| 5Y | -42.2% | -22.5% | -19.7% | -50.9% |
| 10Y | +22.3% | +87.5% | -65.2% | -33.1% |
| All | +22.3% | +74.0% | -51.7% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling