-21.1%
DIS vs TPG
+78.3%
-99.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.9% | +5.0% | -3.1% | +0.3% |
| 30D | +9.2% | +15.7% | -6.5% | +4.0% |
| 3M | +13.5% | -10.6% | +24.1% | +17.0% |
| 6M | +14.3% | +15.9% | -1.7% | +7.5% |
| YTD | +5.4% | -20.6% | +26.0% | +11.6% |
| 1Y | +12.2% | -11.8% | +23.9% | +14.1% |
| 3Y | +37.2% | +71.6% | -34.4% | +3.6% |
| All | -21.1% | +78.3% | -99.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling