-100.0%
DFNS vs TD
+244.7%
-344.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -19.0% | -19.4% |
| 7D | -12.7% | +0.6% | -13.2% | -12.6% |
| 30D | -65.2% | +5.0% | -70.2% | -64.8% |
| 3M | -94.6% | +1.1% | -95.7% | -94.6% |
| 6M | -96.2% | +16.5% | -112.7% | -96.1% |
| YTD | -99.6% | +34.3% | -133.9% | -99.6% |
| 1Y | -99.7% | +52.9% | -152.6% | -99.6% |
| 3Y | -100.0% | +132.2% | -232.2% | -100.0% |
| 5Y | -100.0% | +101.9% | -201.8% | -100.0% |
| All | -100.0% | +244.7% | -344.7% | -100.0% |
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