+43.3%
DIS vs TXG
+49.6%
-6.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +5.2% | -15.4% | +20.7% | +6.8% |
| 30D | +11.5% | -22.1% | +33.6% | +13.7% |
| 3M | +11.5% | +30.0% | -18.5% | +6.4% |
| 6M | +8.9% | +160.7% | -151.8% | -6.1% |
| YTD | +3.4% | +263.5% | -260.1% | -15.0% |
| 1Y | +7.2% | +356.0% | -348.8% | -15.1% |
| 3Y | +43.3% | +53.4% | -10.1% | +31.2% |
| All | +43.3% | +49.6% | -6.3% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling