-10.2%
DIS vs TXG
+7.8%
-18.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.8% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | +9.2% | -20.4% | +29.6% | +11.6% |
| 3M | +13.5% | +0.1% | +13.5% | +11.6% |
| 6M | +14.3% | +176.2% | -161.9% | -3.8% |
| YTD | +5.4% | +256.8% | -251.4% | -15.1% |
| 1Y | +12.2% | +255.9% | -243.7% | -10.0% |
| 3Y | +37.2% | +60.2% | -23.0% | +15.9% |
| 5Y | -23.1% | -65.1% | +41.9% | -29.2% |
| All | -10.2% | +7.8% | -18.0% | -30.1% |
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