-41.1%
DIS vs TT
+140.2%
-181.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | +3.5% | -7.4% | +10.9% | +6.3% |
| 3M | +6.8% | -3.2% | +10.0% | +7.3% |
| 6M | +3.0% | +1.1% | +1.9% | +1.3% |
| YTD | -6.7% | +15.6% | -22.3% | -13.4% |
| 1Y | -10.1% | +9.2% | -19.2% | -14.8% |
| 3Y | +33.0% | +124.4% | -91.3% | -12.4% |
| All | -41.1% | +140.2% | -181.2% | -66.0% |
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 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