-7.3%
DIS vs TNA
+50.2%
-57.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.0% |
| 7D | -1.3% | -7.6% | +6.3% | -0.1% |
| 30D | +2.2% | -13.6% | +15.8% | +4.4% |
| 3M | +8.1% | +2.8% | +5.3% | +6.9% |
| 6M | +5.2% | +34.5% | -29.3% | -1.4% |
| YTD | -6.3% | +41.0% | -47.3% | -13.0% |
| 1Y | -7.3% | +52.0% | -59.3% | -14.3% |
| All | -7.3% | +50.2% | -57.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling