-29.8%
DIS vs TT
+139.1%
-168.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +0.5% |
| 7D | +5.3% | +1.7% | +3.6% | +4.6% |
| 30D | +10.2% | -11.8% | +22.1% | +14.7% |
| 3M | +13.5% | -12.6% | +26.1% | +18.3% |
| 6M | +11.1% | -9.4% | +20.5% | +13.3% |
| YTD | +5.5% | +8.8% | -3.3% | -0.5% |
| 1Y | +9.1% | -2.5% | +11.6% | +7.5% |
| 3Y | +36.0% | +95.7% | -59.7% | -5.2% |
| 5Y | -29.8% | +135.7% | -165.6% | -61.6% |
| All | -29.8% | +139.1% | -168.9% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling