-99.9%
DFNS vs TCOM
+42.3%
-142.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | -3.3% | -6.5% | +3.2% | -1.9% |
| 30D | -73.1% | -16.2% | -56.9% | -72.0% |
| 3M | -71.4% | -19.3% | -52.0% | -70.1% |
| 6M | -93.8% | -27.2% | -66.6% | -93.5% |
| YTD | -98.0% | -46.2% | -51.9% | -97.8% |
| 1Y | -98.2% | -46.6% | -51.5% | -98.0% |
| 3Y | -99.9% | +8.4% | -108.3% | -99.9% |
| 5Y | -99.9% | +25.8% | -125.7% | -99.9% |
| All | -99.9% | +42.3% | -142.2% | -99.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling