+36.3%
DIS vs TPR
+386.9%
-350.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.4% | +12.1% | -7.7% | +1.0% |
| 30D | +10.3% | +16.7% | -6.3% | +5.5% |
| 3M | +15.5% | -17.4% | +32.9% | +20.7% |
| 6M | +11.2% | +2.3% | +8.9% | +9.0% |
| YTD | +5.6% | +7.1% | -1.6% | +1.2% |
| 1Y | +7.7% | +29.5% | -21.7% | -2.3% |
| 3Y | +39.3% | +415.0% | -375.8% | -17.9% |
| 5Y | -29.5% | +261.5% | -291.0% | -55.7% |
| 10Y | +36.3% | +383.3% | -347.1% | -32.5% |
| All | +36.3% | +386.9% | -350.6% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling