-23.9%
DIS vs TTD
-82.3%
+58.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | -0.3% |
| 7D | +0.6% | +20.8% | -20.2% | -3.1% |
| 30D | +10.3% | +33.8% | -23.5% | +4.1% |
| 3M | +15.6% | +17.8% | -2.3% | +11.5% |
| 6M | +15.1% | -25.7% | +40.9% | +19.5% |
| YTD | +6.0% | -57.9% | +63.9% | +21.5% |
| 1Y | +5.7% | -63.8% | +69.5% | +24.8% |
| 3Y | +39.8% | -75.0% | +114.8% | +58.9% |
| 5Y | -23.9% | -82.5% | +58.7% | -16.8% |
| All | -23.9% | -82.3% | +58.4% | -16.8% |
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