+234.0%
DIS vs TRGP
+2,231.3%
-1,997.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +3.5% | +11.5% | -8.0% | +1.0% |
| 3M | +6.8% | +9.0% | -2.2% | +4.4% |
| 6M | +3.0% | +20.5% | -17.5% | -1.8% |
| YTD | -6.7% | +59.5% | -66.3% | -16.3% |
| 1Y | -10.1% | +77.9% | -88.0% | -21.4% |
| 3Y | +33.0% | +253.6% | -220.5% | -0.2% |
| 5Y | -40.0% | +615.5% | -655.5% | -61.3% |
| 10Y | +21.1% | +897.1% | -876.1% | -37.1% |
| All | +234.0% | +2,231.3% | -1,997.3% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling