+14.1%
DIS vs TSLL
-51.1%
+65.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +10.3% | +2.7% | +7.6% | +9.5% |
| 3M | +15.6% | +26.3% | -10.7% | +12.4% |
| 6M | +15.1% | -37.2% | +52.3% | +16.9% |
| YTD | +6.0% | -44.2% | +50.2% | +7.8% |
| 1Y | +5.7% | -44.0% | +49.6% | +7.1% |
| 3Y | +39.8% | 0.0% | +39.8% | +18.7% |
| All | +14.1% | -51.1% | +65.3% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling