-10.3%
DIS vs TRGP
+83.8%
-94.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | +0.1% | +14.6% | -14.4% | +1.0% |
| 3M | +7.1% | +11.9% | -4.9% | +7.7% |
| 6M | +4.3% | +25.3% | -21.0% | +3.7% |
| YTD | -6.9% | +61.9% | -68.8% | -10.4% |
| 1Y | -10.3% | +87.3% | -97.6% | -15.4% |
| All | -10.3% | +83.8% | -94.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling