-99.6%
DFNS vs TCOM
-39.6%
-60.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.2% | -21.5% | -20.6% |
| 7D | -27.7% | +10.7% | -38.3% | -33.6% |
| 30D | -58.0% | +10.1% | -68.0% | -61.5% |
| 3M | -94.0% | -8.9% | -85.1% | -93.5% |
| 6M | -94.6% | -19.2% | -75.4% | -94.0% |
| YTD | -99.4% | -40.6% | -58.8% | -99.3% |
| 1Y | -99.6% | -39.0% | -60.6% | -99.6% |
| All | -99.6% | -39.6% | -60.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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