-10.0%
DIS vs TRV
+36.1%
-46.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | +1.0% | -2.3% | +3.3% | +1.6% |
| 3M | +5.7% | +22.7% | -17.0% | -0.7% |
| 6M | +3.3% | +21.9% | -18.7% | -3.1% |
| YTD | -7.7% | +27.5% | -35.2% | -14.8% |
| 1Y | -10.0% | +36.2% | -46.2% | -19.0% |
| All | -10.0% | +36.1% | -46.0% | -19.0% |
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