+4.1%
TLT vs DIS
+36.4%
-32.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | +4.4% | -4.7% | -0.4% |
| 30D | +3.7% | +10.3% | -6.6% | +3.3% |
| 3M | -0.7% | +15.5% | -16.2% | -1.2% |
| 6M | -4.2% | +11.2% | -15.4% | -4.6% |
| YTD | -4.0% | +5.6% | -9.6% | -4.4% |
| 1Y | -5.8% | +7.7% | -13.6% | -6.3% |
| 3Y | +4.1% | +39.3% | -35.2% | +5.1% |
| All | +4.1% | +36.4% | -32.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling