-10.1%
DIS vs TRV
+34.7%
-44.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -2.6% | -0.1% | -2.4% | -2.5% |
| 30D | +3.5% | -3.4% | +6.9% | +4.5% |
| 3M | +6.8% | +26.4% | -19.6% | -0.7% |
| 6M | +3.0% | +19.3% | -16.3% | -2.7% |
| YTD | -6.7% | +28.3% | -35.1% | -14.1% |
| 1Y | -10.1% | +34.3% | -44.4% | -18.8% |
| All | -10.1% | +34.7% | -44.8% | -18.8% |
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