-41.5%
DIS vs TXG
-65.4%
+23.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.0% |
| 7D | -1.1% | +9.4% | -10.5% | -2.5% |
| 30D | +0.1% | +26.1% | -25.9% | -3.7% |
| 3M | +7.1% | +124.8% | -117.7% | -7.3% |
| 6M | +4.3% | +215.2% | -211.0% | -15.5% |
| YTD | -6.9% | +302.2% | -309.2% | -27.9% |
| 1Y | -10.3% | +370.9% | -381.2% | -33.4% |
| 3Y | +32.8% | +38.5% | -5.7% | +15.4% |
| 5Y | -41.5% | -64.4% | +22.9% | -45.4% |
| All | -41.5% | -65.4% | +23.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling