+1,643.1%
TSM vs DIS
+32.4%
+1,610.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +6.2% | +1.9% | +4.3% | +5.5% |
| 30D | -7.3% | +9.2% | -16.4% | -10.4% |
| 3M | -7.1% | +13.5% | -20.7% | -12.0% |
| 6M | +0.2% | +14.3% | -14.0% | -5.7% |
| YTD | +32.2% | +5.4% | +26.9% | +27.8% |
| 1Y | +42.8% | +12.2% | +30.6% | +34.3% |
| 3Y | +330.4% | +37.2% | +293.2% | +263.1% |
| 5Y | +263.9% | -23.1% | +287.1% | +279.2% |
| All | +1,643.1% | +32.4% | +1,610.7% | +1,276.9% |
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