-99.9%
DFNS vs TD
+232.2%
-332.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.7% |
| 7D | -3.3% | -2.6% | -0.8% | -4.0% |
| 30D | -73.1% | -1.0% | -72.1% | -73.3% |
| 3M | -71.4% | +5.6% | -77.0% | -71.0% |
| 6M | -93.8% | +27.1% | -120.9% | -93.4% |
| YTD | -98.0% | +29.4% | -127.4% | -97.9% |
| 1Y | -98.2% | +60.7% | -158.9% | -97.8% |
| 3Y | -99.9% | +127.6% | -227.5% | -99.8% |
| 5Y | -99.9% | +125.4% | -225.3% | -99.8% |
| All | -99.9% | +232.2% | -332.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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