-31.2%
DIS vs TPR
+255.9%
-287.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.5% | -3.5% |
| 7D | +5.7% | +13.9% | -8.2% | +1.6% |
| 30D | +12.7% | +14.9% | -2.2% | +8.0% |
| 3M | +15.2% | -15.4% | +30.6% | +19.8% |
| 6M | +17.6% | -4.5% | +22.0% | +17.0% |
| YTD | +3.8% | +6.0% | -2.2% | -0.7% |
| 1Y | +6.8% | +24.3% | -17.5% | -3.3% |
| 3Y | +42.1% | +412.8% | -370.7% | -22.6% |
| 5Y | -31.2% | +258.4% | -289.6% | -60.8% |
| All | -31.2% | +255.9% | -287.1% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling