+6.8%
DIS vs TSLL
-59.2%
+66.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.9% | +20.4% | -0.6% |
| 7D | +5.7% | -28.9% | +34.6% | +7.0% |
| 30D | +12.7% | -21.4% | +34.1% | +13.5% |
| 3M | +15.2% | +5.0% | +10.2% | +14.1% |
| 6M | +17.6% | -36.6% | +54.1% | +17.4% |
| YTD | +3.8% | -56.6% | +60.5% | +6.7% |
| 1Y | +6.8% | -60.9% | +67.7% | +10.5% |
| All | +6.8% | -59.2% | +66.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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