+34.2%
DIS vs TT
+764.8%
-730.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.4% |
| 7D | +5.2% | -2.0% | +7.2% | +6.0% |
| 30D | +11.5% | -14.0% | +25.5% | +18.2% |
| 3M | +11.5% | -15.9% | +27.4% | +19.1% |
| 6M | +8.9% | -17.3% | +26.2% | +16.1% |
| YTD | +3.4% | +4.0% | -0.6% | -1.3% |
| 1Y | +7.2% | -7.1% | +14.3% | +7.6% |
| 3Y | +43.3% | +90.2% | -46.9% | -1.3% |
| 5Y | -31.4% | +131.1% | -162.6% | -58.6% |
| All | +34.2% | +764.8% | -730.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling