-12.5%
TLT vs DIS
+40.1%
-52.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | +0.3% | +5.3% | -5.0% | +0.5% |
| 30D | +5.1% | +10.2% | -5.1% | +5.6% |
| 3M | -0.2% | +13.5% | -13.7% | +0.4% |
| 6M | -2.9% | +11.1% | -14.0% | -2.4% |
| YTD | -2.7% | +5.5% | -8.2% | -2.4% |
| 1Y | -4.6% | +9.1% | -13.7% | -4.1% |
| 3Y | +6.1% | +36.0% | -29.9% | +8.6% |
| 5Y | -35.1% | -29.8% | -5.3% | -38.0% |
| 10Y | -12.5% | +36.6% | -49.1% | -7.8% |
| All | -12.5% | +40.1% | -52.6% | -7.8% |
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 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