-20.5%
DIS vs TXG
+16.0%
-36.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.6% | +1.8% | -4.4% | -2.8% |
| 30D | +3.5% | +32.0% | -28.5% | -0.8% |
| 3M | +6.8% | +87.0% | -80.2% | -3.2% |
| 6M | +3.0% | +180.1% | -177.1% | -12.5% |
| YTD | -6.7% | +284.1% | -290.8% | -24.5% |
| 1Y | -10.1% | +361.7% | -371.8% | -30.0% |
| 3Y | +33.0% | +15.9% | +17.1% | +19.3% |
| 5Y | -40.0% | -66.2% | +26.2% | -44.1% |
| All | -20.5% | +16.0% | -36.6% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling