-98.2%
DFNS vs TCOM
-46.2%
-52.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -1.6% |
| 7D | +4.6% | -10.2% | +14.8% | +14.8% |
| 30D | -73.9% | -16.8% | -57.1% | -69.0% |
| 3M | -71.7% | -16.7% | -55.0% | -67.2% |
| 6M | -94.6% | -27.1% | -67.5% | -93.4% |
| YTD | -98.1% | -45.5% | -52.6% | -97.5% |
| All | -98.2% | -46.2% | -52.0% | -97.5% |
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