+1,458.7%
DIS vs TRV
+6,617.1%
-5,158.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -2.6% | -0.1% | -2.4% | -2.5% |
| 30D | +3.5% | -3.4% | +6.9% | +4.9% |
| 3M | +6.8% | +26.4% | -19.6% | -2.7% |
| 6M | +3.0% | +19.3% | -16.3% | -4.2% |
| YTD | -6.7% | +28.3% | -35.1% | -15.7% |
| 1Y | -10.1% | +34.3% | -44.4% | -20.3% |
| 3Y | +33.0% | +140.1% | -107.1% | -7.2% |
| 5Y | -40.0% | +155.7% | -195.7% | -59.6% |
| 10Y | +21.1% | +285.5% | -264.5% | -32.4% |
| All | +1,458.7% | +6,617.1% | -5,158.4% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling