-41.5%
DIS vs TRV
+156.0%
-197.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | +0.1% | -4.9% | +5.0% | +1.9% |
| 3M | +7.1% | +23.7% | -16.7% | -1.2% |
| 6M | +4.3% | +20.3% | -16.1% | -2.9% |
| YTD | -6.9% | +27.1% | -34.0% | -15.1% |
| 1Y | -10.3% | +35.3% | -45.7% | -20.2% |
| 3Y | +32.8% | +139.8% | -107.0% | -6.3% |
| 5Y | -41.5% | +153.9% | -195.3% | -61.3% |
| All | -41.5% | +156.0% | -197.5% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling