+43.3%
DIS vs TRU
+65.0%
-21.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +5.2% | +5.7% | -0.5% | +3.5% |
| 30D | +11.5% | +29.2% | -17.8% | +3.0% |
| 3M | +11.5% | +2.7% | +8.9% | +10.1% |
| 6M | +8.9% | +15.2% | -6.3% | +3.3% |
| YTD | +3.4% | -4.9% | +8.3% | +3.1% |
| 1Y | +7.2% | +3.4% | +3.8% | +4.0% |
| 3Y | +43.3% | +63.2% | -19.9% | +14.3% |
| All | +43.3% | +65.0% | -21.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling