-11.8%
TLT vs DIS
+33.6%
-45.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | +0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | +3.7% | +10.3% | -6.6% | +4.1% |
| 3M | -0.8% | +15.6% | -16.3% | -0.1% |
| 6M | -3.6% | +15.1% | -18.7% | -2.9% |
| YTD | -3.9% | +6.0% | -9.9% | -3.7% |
| 1Y | -6.2% | +5.7% | -11.9% | -5.9% |
| 3Y | +4.2% | +39.8% | -35.7% | +6.8% |
| 5Y | -34.7% | -23.9% | -10.8% | -36.9% |
| 10Y | -11.8% | +32.9% | -44.8% | -6.9% |
| All | -11.8% | +33.6% | -45.4% | -6.9% |
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