-16.6%
TLT vs DIS
+35.1%
-51.7%
-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% | +0.4% | 0.0% |
| 7D | +0.1% | +5.2% | -5.1% | +0.3% |
| 30D | +6.2% | +11.5% | -5.3% | +6.7% |
| 3M | +0.1% | +11.5% | -11.5% | +0.6% |
| 6M | -3.0% | +8.9% | -11.8% | -2.6% |
| YTD | -2.7% | +3.4% | -6.1% | -2.6% |
| 1Y | -4.8% | +7.2% | -12.0% | -4.5% |
| 3Y | +6.9% | +43.3% | -36.4% | +10.0% |
| 5Y | -34.5% | -31.4% | -3.0% | -37.4% |
| All | -16.6% | +35.1% | -51.7% | -13.0% |
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