+629.5%
DIS vs TNA
+836.4%
-206.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | +0.6% | -2.1% | +2.7% | +0.8% |
| 30D | +10.3% | +3.1% | +7.2% | +8.8% |
| 3M | +15.6% | -20.2% | +35.7% | +21.3% |
| 6M | +15.1% | -10.0% | +25.1% | +16.0% |
| YTD | +6.0% | +30.3% | -24.4% | -4.3% |
| 1Y | +5.7% | +31.1% | -25.4% | -5.1% |
| 3Y | +39.8% | +149.4% | -109.6% | -4.1% |
| 5Y | -23.9% | -42.5% | +18.6% | -30.1% |
| 10Y | +32.9% | +46.7% | -13.7% | -26.2% |
| All | +629.5% | +836.4% | -206.9% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling