-5.6%
TLT vs DIS
+8.7%
-14.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.4% |
| 7D | +1.0% | +9.1% | -8.1% | +0.1% |
| 30D | +6.0% | +14.8% | -8.8% | +4.7% |
| 3M | -0.9% | +21.2% | -22.1% | -2.6% |
| 6M | -2.3% | +18.3% | -20.6% | -3.8% |
| YTD | -3.3% | +5.4% | -8.7% | -4.4% |
| 1Y | -5.6% | +8.3% | -13.9% | -6.8% |
| All | -5.6% | +8.7% | -14.3% | -6.8% |
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