-12.3%
TLT vs DIS
+36.4%
-48.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | +4.4% | -4.7% | -0.1% |
| 30D | +3.7% | +10.3% | -6.6% | +4.2% |
| 3M | -0.7% | +15.5% | -16.2% | 0.0% |
| 6M | -4.2% | +11.2% | -15.4% | -3.7% |
| YTD | -4.0% | +5.6% | -9.6% | -3.7% |
| 1Y | -5.8% | +7.7% | -13.6% | -5.4% |
| 3Y | +4.1% | +39.3% | -35.2% | +6.8% |
| 5Y | -34.8% | -29.5% | -5.3% | -37.6% |
| 10Y | -12.3% | +36.3% | -48.6% | -7.1% |
| All | -12.3% | +36.4% | -48.7% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling