+1,664.5%
DIS vs TRV
+7,213.6%
-5,549.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | +4.4% | +1.4% | +3.0% | +3.9% |
| 30D | +10.3% | +8.7% | +1.6% | +6.9% |
| 3M | +15.5% | +7.1% | +8.5% | +12.5% |
| 6M | +11.2% | +35.5% | -24.3% | -1.5% |
| YTD | +5.6% | +39.7% | -34.1% | -7.7% |
| 1Y | +7.7% | +44.1% | -36.3% | -6.9% |
| 3Y | +39.3% | +148.1% | -108.8% | -3.8% |
| 5Y | -29.5% | +178.6% | -208.1% | -54.0% |
| 10Y | +36.3% | +352.5% | -316.3% | -28.3% |
| All | +1,664.5% | +7,213.6% | -5,549.2% | +267.4% |
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