-21.7%
TLT vs DIS
+21.6%
-43.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.5% |
| 30D | -0.6% | +3.5% | -4.1% | -0.4% |
| 3M | -2.7% | +6.8% | -9.6% | -2.4% |
| 6M | -5.6% | +3.0% | -8.6% | -5.5% |
| YTD | -2.8% | -6.7% | +3.9% | -3.1% |
| 1Y | -1.4% | -10.1% | +8.6% | -1.9% |
| 3Y | -1.6% | +33.0% | -34.6% | +1.0% |
| 5Y | -33.8% | -40.0% | +6.2% | -37.3% |
| All | -21.7% | +21.6% | -43.3% | -15.9% |
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