+11,237.1%
TSM vs DIS
+468.5%
+10,768.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -10.0% |
| 7D | -18.2% | +5.7% | -23.9% | -20.6% |
| 30D | -26.8% | +12.7% | -39.5% | -31.4% |
| 3M | -14.5% | +15.2% | -29.7% | -21.2% |
| 6M | -10.0% | +17.6% | -27.6% | -18.4% |
| YTD | +17.1% | +3.8% | +13.3% | +12.3% |
| 1Y | +21.5% | +6.8% | +14.7% | +14.4% |
| 3Y | +300.4% | +42.1% | +258.3% | +213.2% |
| 5Y | +224.7% | -31.2% | +255.9% | +263.8% |
| 10Y | +1,372.7% | +37.6% | +1,335.0% | +924.6% |
| All | +11,237.1% | +468.5% | +10,768.6% | +1,954.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling