-8.0%
T vs DIS
+8.7%
-16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | +1.7% | +5.3% | -3.6% | +0.9% |
| 30D | -1.7% | +10.2% | -12.0% | -3.0% |
| 3M | -7.3% | +13.5% | -20.9% | -8.8% |
| 6M | -11.2% | +11.1% | -22.3% | -13.3% |
| YTD | -8.1% | +5.5% | -13.6% | -9.2% |
| All | -8.0% | +8.7% | -16.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 1y: compounded portfolio wealth divided by compounded DIS 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…
1y analysis · Full analysis span regression · 6 months rolling