+38.0%
DIS vs TNA
+153.5%
-115.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | +0.6% | -2.1% | +2.7% | +0.7% |
| 30D | +10.3% | +3.1% | +7.2% | +9.2% |
| 3M | +15.6% | -20.2% | +35.7% | +19.9% |
| 6M | +15.1% | -10.0% | +25.1% | +15.8% |
| YTD | +6.0% | +30.3% | -24.4% | -2.1% |
| 1Y | +5.7% | +31.1% | -25.4% | -2.8% |
| All | +38.0% | +153.5% | -115.5% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling