-99.9%
DFNS vs TCOM
+26.3%
-126.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +0.8% | -7.6% | +8.4% | +2.7% |
| 30D | -73.2% | -12.2% | -61.0% | -72.3% |
| 3M | -72.4% | -14.2% | -58.2% | -71.5% |
| 6M | -95.2% | -25.0% | -70.2% | -94.9% |
| YTD | -98.0% | -43.7% | -54.3% | -97.7% |
| 1Y | -98.3% | -44.5% | -53.7% | -98.0% |
| 3Y | -99.9% | +13.4% | -113.3% | -99.9% |
| 5Y | -99.9% | +26.5% | -126.3% | -99.8% |
| All | -99.9% | +26.3% | -126.2% | -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 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