-41.1%
DIS vs TTD
-81.6%
+40.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.6% | -1.0% |
| 7D | -2.6% | +6.3% | -8.9% | -3.7% |
| 30D | +3.5% | -23.9% | +27.4% | +7.7% |
| 3M | +6.8% | -31.4% | +38.2% | +12.9% |
| 6M | +3.0% | -42.7% | +45.7% | +11.1% |
| YTD | -6.7% | -62.0% | +55.3% | +8.3% |
| 1Y | -10.1% | -72.2% | +62.1% | +10.2% |
| 3Y | +33.0% | -81.9% | +115.0% | +60.6% |
| All | -41.1% | -81.6% | +40.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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