+1,641.8%
TSM vs DIS
+33.6%
+1,608.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +4.4% | +0.6% | +3.9% | +4.3% |
| 30D | -7.0% | +10.3% | -17.3% | -10.5% |
| 3M | -1.8% | +15.6% | -17.4% | -7.6% |
| 6M | +2.7% | +15.1% | -12.4% | -3.6% |
| YTD | +37.1% | +6.0% | +31.1% | +32.2% |
| 1Y | +43.5% | +5.7% | +37.8% | +38.1% |
| 3Y | +341.5% | +39.8% | +301.7% | +269.6% |
| 5Y | +278.9% | -23.9% | +302.7% | +296.2% |
| 10Y | +1,641.8% | +32.9% | +1,608.8% | +1,261.9% |
| All | +1,641.8% | +33.6% | +1,608.2% | +1,261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling