+31.9%
DIS vs TPR
+364.3%
-332.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +9.2% | +15.1% | -6.0% | +4.7% |
| 3M | +13.5% | +3.5% | +10.0% | +12.0% |
| 6M | +14.3% | +0.4% | +13.8% | +12.6% |
| YTD | +5.4% | +4.6% | +0.8% | +1.7% |
| 1Y | +12.2% | +33.1% | -20.9% | +0.9% |
| 3Y | +37.2% | +396.0% | -358.8% | -18.3% |
| 5Y | -23.1% | +230.3% | -253.4% | -50.3% |
| All | +31.9% | +364.3% | -332.4% | -33.6% |
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