-6.2%
TLT vs DIS
+7.8%
-14.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +3.7% | +10.3% | -6.6% | +2.8% |
| 3M | -0.8% | +15.6% | -16.3% | -2.0% |
| 6M | -3.6% | +15.1% | -18.7% | -4.9% |
| YTD | -3.9% | +6.0% | -9.9% | -5.1% |
| 1Y | -6.2% | +5.7% | -11.9% | -7.4% |
| All | -6.2% | +7.8% | -14.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling