+2.8%
DIS vs TRV
+43.1%
-40.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +8.9% | +8.0% | +0.9% | +6.4% |
| 3M | +14.5% | +9.3% | +5.2% | +11.6% |
| 6M | +12.2% | +36.2% | -24.0% | +2.4% |
| YTD | +4.7% | +40.6% | -35.9% | -6.4% |
| 1Y | +2.8% | +43.1% | -40.2% | -8.0% |
| All | +2.8% | +43.1% | -40.3% | -8.0% |
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