-99.9%
DFNS vs TCOM
+44.1%
-144.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.9% |
| 7D | +4.6% | -10.2% | +14.8% | +7.0% |
| 30D | -73.9% | -16.8% | -57.1% | -72.8% |
| 3M | -71.7% | -16.7% | -55.0% | -70.7% |
| 6M | -94.6% | -27.1% | -67.5% | -94.2% |
| YTD | -98.1% | -45.5% | -52.6% | -97.9% |
| 1Y | -98.3% | -45.9% | -52.4% | -98.1% |
| 3Y | -99.9% | +9.8% | -109.6% | -99.9% |
| 5Y | -99.9% | +23.8% | -123.7% | -99.9% |
| All | -99.9% | +44.1% | -144.0% | -99.9% |
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