+130.4%
TLT vs DIS
+785.1%
-654.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | 0.0% |
| 7D | +0.5% | +5.7% | -5.1% | +1.2% |
| 30D | +6.0% | +12.7% | -6.7% | +7.5% |
| 3M | -0.9% | +15.2% | -16.1% | +0.8% |
| 6M | -2.6% | +17.6% | -20.2% | -0.6% |
| YTD | -3.1% | +3.8% | -6.9% | -2.5% |
| 1Y | -4.4% | +6.8% | -11.1% | -3.4% |
| 3Y | +5.5% | +42.1% | -36.7% | +11.5% |
| 5Y | -34.7% | -31.2% | -3.5% | -37.4% |
| 10Y | -17.6% | +37.6% | -55.2% | -8.2% |
| All | +130.4% | +785.1% | -654.6% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling