-10.0%
DIS vs TXG
+16.5%
-26.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.5% |
| 7D | +4.4% | -3.7% | +8.1% | +4.7% |
| 30D | +10.3% | -22.0% | +32.3% | +13.1% |
| 3M | +15.5% | +7.4% | +8.1% | +12.6% |
| 6M | +11.2% | +191.2% | -180.0% | -7.0% |
| YTD | +5.6% | +285.7% | -280.1% | -15.8% |
| 1Y | +7.7% | +268.3% | -260.5% | -13.9% |
| 3Y | +39.3% | +77.3% | -38.0% | +16.2% |
| 5Y | -29.5% | -62.3% | +32.8% | -35.7% |
| All | -10.0% | +16.5% | -26.5% | -30.7% |
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