+468.5%
TXN vs DIS
+32.4%
+436.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -3.1% |
| 7D | +9.5% | +1.9% | +7.6% | +8.6% |
| 30D | +8.7% | +9.2% | -0.5% | +4.7% |
| 3M | +11.6% | +13.5% | -1.9% | +5.3% |
| 6M | +0.1% | +14.3% | -14.2% | -6.4% |
| YTD | +78.8% | +5.4% | +73.4% | +71.9% |
| 1Y | +91.2% | +12.2% | +79.1% | +78.4% |
| 3Y | +125.8% | +37.2% | +88.6% | +88.1% |
| 5Y | +83.8% | -23.1% | +106.9% | +93.4% |
| All | +468.5% | +32.4% | +436.1% | +349.6% |
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