+34.8%
DIS vs TNA
+117.6%
-82.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +3.5% | -4.9% | +8.4% | +4.4% |
| 3M | +6.8% | +0.4% | +6.4% | +6.0% |
| 6M | +3.0% | +32.5% | -29.5% | -4.0% |
| YTD | -6.7% | +53.7% | -60.4% | -15.9% |
| 1Y | -10.1% | +65.1% | -75.2% | -20.8% |
| All | +34.8% | +117.6% | -82.7% | +4.0% |
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