+8.3%
DIS vs TRV
+54.4%
-46.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.0% |
| 7D | +9.1% | +3.9% | +5.2% | +7.8% |
| 30D | +14.8% | +13.5% | +1.3% | +10.5% |
| 3M | +21.2% | +8.9% | +12.3% | +18.0% |
| 6M | +18.3% | +36.8% | -18.4% | +7.5% |
| YTD | +5.4% | +42.7% | -37.3% | -6.5% |
| 1Y | +8.3% | +49.9% | -41.6% | -5.0% |
| All | +8.3% | +54.4% | -46.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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