+552.3%
DIS vs TRI
+561.6%
-9.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | +0.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +3.5% | +7.9% | -4.4% | -0.6% |
| 3M | +6.8% | +24.1% | -17.2% | -5.8% |
| 6M | +3.0% | +3.8% | -0.8% | -3.0% |
| YTD | -6.7% | -16.9% | +10.1% | -3.3% |
| 1Y | -10.1% | -38.4% | +28.3% | +8.7% |
| 3Y | +33.0% | -12.2% | +45.3% | +29.7% |
| 5Y | -40.0% | -1.8% | -38.2% | -45.5% |
| 10Y | +21.1% | +207.6% | -186.6% | -41.9% |
| All | +552.3% | +561.6% | -9.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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