+84.4%
TSM vs DIS
-8.8%
+93.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.0% |
| 7D | +2.7% | -2.6% | +5.3% | +3.0% |
| 30D | +3.6% | +3.5% | +0.1% | +2.9% |
| 3M | -3.4% | +6.8% | -10.2% | -4.4% |
| 6M | +20.6% | +3.0% | +17.6% | +19.4% |
| YTD | +41.9% | -6.7% | +48.6% | +40.0% |
| 1Y | +84.4% | -10.1% | +94.4% | +72.0% |
| All | +84.4% | -8.8% | +93.1% | +72.0% |
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 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