+21.9%
DIS vs TPR
+321.0%
-299.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | +3.5% | -23.0% | +26.5% | +10.6% |
| 3M | +6.8% | -12.5% | +19.3% | +9.9% |
| 6M | +3.0% | -21.4% | +24.4% | +8.6% |
| YTD | -6.7% | -3.5% | -3.2% | -7.6% |
| 1Y | -10.1% | +17.4% | -27.4% | -16.3% |
| 3Y | +33.0% | +291.3% | -258.2% | -15.0% |
| 5Y | -40.0% | +241.9% | -281.9% | -61.6% |
| All | +21.9% | +321.0% | -299.2% | -38.0% |
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