-31.9%
DIS vs TT
+129.2%
-161.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | +5.2% | -2.0% | +7.2% | +5.9% |
| 30D | +11.5% | -14.0% | +25.5% | +16.9% |
| 3M | +11.5% | -15.9% | +27.4% | +17.7% |
| 6M | +8.9% | -17.3% | +26.2% | +14.8% |
| YTD | +3.4% | +4.0% | -0.6% | -1.0% |
| 1Y | +7.2% | -7.1% | +14.3% | +7.4% |
| 3Y | +43.3% | +90.2% | -46.9% | +0.6% |
| All | -31.9% | +129.2% | -161.2% | -62.4% |
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