+31.9%
DIS vs TT
+725.1%
-693.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.2% |
| 7D | +1.9% | +4.0% | -2.1% | +0.2% |
| 30D | +9.2% | -11.3% | +20.5% | +14.3% |
| 3M | +13.5% | -12.3% | +25.8% | +19.1% |
| 6M | +14.3% | -10.8% | +25.1% | +18.1% |
| YTD | +5.4% | +8.2% | -2.8% | -1.1% |
| 1Y | +12.2% | +1.5% | +10.7% | +8.2% |
| 3Y | +37.2% | +91.5% | -54.3% | -5.6% |
| 5Y | -23.1% | +130.2% | -153.3% | -53.4% |
| All | +31.9% | +725.1% | -693.2% | -53.5% |
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