-29.8%
DIS vs TRV
+174.9%
-204.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.3% | -0.9% | +6.2% | +5.7% |
| 30D | +10.2% | +7.2% | +3.1% | +7.6% |
| 3M | +13.5% | +3.2% | +10.4% | +12.3% |
| 6M | +11.1% | +33.6% | -22.5% | -0.1% |
| YTD | +5.5% | +37.8% | -32.3% | -6.3% |
| 1Y | +9.1% | +43.4% | -34.3% | -4.5% |
| 3Y | +36.0% | +146.7% | -110.7% | -3.7% |
| 5Y | -29.8% | +176.1% | -205.9% | -54.0% |
| All | -29.8% | +174.9% | -204.7% | -54.0% |
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 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