+273.1%
TSM vs DIS
-40.0%
+313.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.5% |
| 7D | +2.7% | -2.6% | +5.3% | +3.7% |
| 30D | +3.6% | +3.5% | +0.1% | +1.9% |
| 3M | -3.4% | +6.8% | -10.2% | -6.6% |
| 6M | +20.6% | +3.0% | +17.6% | +18.4% |
| YTD | +41.9% | -6.7% | +48.6% | +44.2% |
| 1Y | +84.4% | -10.1% | +94.4% | +89.7% |
| 3Y | +380.2% | +33.0% | +347.2% | +298.0% |
| All | +273.1% | -40.0% | +313.1% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling