+11,954.4%
TSM vs DIS
+466.2%
+11,488.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | -7.6% | +5.2% | -12.8% | -10.0% |
| 30D | -20.5% | +11.5% | -31.9% | -25.0% |
| 3M | -10.0% | +11.5% | -21.5% | -15.6% |
| 6M | -10.1% | +8.9% | -18.9% | -15.2% |
| YTD | +24.5% | +3.4% | +21.1% | +19.6% |
| 1Y | +31.2% | +7.2% | +24.0% | +23.2% |
| 3Y | +322.0% | +43.3% | +278.7% | +228.6% |
| 5Y | +245.3% | -31.4% | +276.7% | +287.5% |
| 10Y | +1,465.8% | +37.1% | +1,428.8% | +991.5% |
| All | +11,954.4% | +466.2% | +11,488.2% | +2,088.5% |
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 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