+43.5%
TSM vs DIS
+7.8%
+35.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +4.4% | +0.6% | +3.9% | +4.4% |
| 30D | -7.0% | +10.3% | -17.3% | -7.5% |
| 3M | -1.8% | +15.6% | -17.4% | -3.1% |
| 6M | +2.7% | +15.1% | -12.4% | +2.0% |
| YTD | +37.1% | +6.0% | +31.1% | +33.7% |
| 1Y | +43.5% | +5.7% | +37.8% | +40.1% |
| All | +43.5% | +7.8% | +35.7% | +40.1% |
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