-21.4%
DIS vs TXG
+24.6%
-46.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | -3.5% | +9.1% | -12.7% | -4.7% |
| 30D | +1.0% | +14.9% | -13.9% | -1.1% |
| 3M | +5.7% | +120.0% | -114.3% | -6.3% |
| 6M | +3.3% | +221.8% | -218.5% | -14.0% |
| YTD | -7.7% | +312.6% | -320.3% | -26.0% |
| 1Y | -10.0% | +398.4% | -408.4% | -30.7% |
| 3Y | +31.7% | +42.1% | -10.4% | +14.8% |
| 5Y | -42.2% | -63.5% | +21.3% | -46.7% |
| All | -21.4% | +24.6% | -46.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling