+1,635.0%
DIS vs TT
+14,127.6%
-12,492.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.1% |
| 7D | +5.7% | -9.0% | +14.7% | +9.2% |
| 30D | +12.7% | -17.6% | +30.3% | +20.4% |
| 3M | +15.2% | -18.7% | +33.8% | +23.4% |
| 6M | +17.6% | -17.4% | +35.0% | +24.4% |
| YTD | +3.8% | +1.5% | +2.3% | +1.2% |
| 1Y | +6.8% | -9.4% | +16.2% | +8.5% |
| 3Y | +42.1% | +85.1% | -43.0% | +8.7% |
| 5Y | -31.2% | +125.7% | -156.9% | -51.8% |
| 10Y | +37.6% | +757.3% | -719.7% | -41.5% |
| All | +1,635.0% | +14,127.6% | -12,492.6% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling