-100.0%
DFNS vs TCOM
+43.1%
-143.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.1% | +13.8% | +13.0% |
| 7D | -13.0% | +2.2% | -15.1% | -13.6% |
| 30D | -56.9% | +12.5% | -69.4% | -58.4% |
| 3M | -93.2% | -5.6% | -87.6% | -93.2% |
| 6M | -95.4% | -16.5% | -79.0% | -95.3% |
| YTD | -99.5% | -39.4% | -60.2% | -99.5% |
| 1Y | -99.6% | -41.0% | -58.7% | -99.6% |
| 3Y | -100.0% | +29.2% | -129.2% | -100.0% |
| 5Y | -100.0% | +41.6% | -141.6% | -100.0% |
| All | -100.0% | +43.1% | -143.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling