+36.0%
TSM vs DIS
+8.7%
+27.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.4% |
| 7D | -10.0% | +9.1% | -19.0% | -10.3% |
| 30D | -18.5% | +14.8% | -33.3% | -19.3% |
| 3M | -4.9% | +21.2% | -26.0% | -6.9% |
| 6M | -1.0% | +18.3% | -19.3% | -2.4% |
| YTD | +31.3% | +5.4% | +25.9% | +28.1% |
| 1Y | +36.0% | +8.3% | +27.8% | +31.6% |
| All | +36.0% | +8.7% | +27.3% | +31.6% |
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