-100.0%
DFNS vs TCOM
+58.9%
-158.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.4% | -19.2% |
| 7D | -12.7% | -1.4% | -11.3% | -12.4% |
| 30D | -65.2% | +11.5% | -76.7% | -66.2% |
| 3M | -94.6% | -5.2% | -89.4% | -94.5% |
| 6M | -96.2% | -16.9% | -79.3% | -96.1% |
| YTD | -99.6% | -39.9% | -59.7% | -99.6% |
| 1Y | -99.7% | -42.1% | -57.6% | -99.7% |
| 3Y | -100.0% | +28.0% | -128.0% | -100.0% |
| 5Y | -100.0% | +40.4% | -140.4% | -100.0% |
| All | -100.0% | +58.9% | -158.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling