-98.2%
DFNS vs TD
+59.9%
-158.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.1% |
| 7D | +4.6% | -1.9% | +6.6% | +7.5% |
| 30D | -73.9% | -1.6% | -72.3% | -73.1% |
| 3M | -71.7% | +4.6% | -76.3% | -73.1% |
| 6M | -94.6% | +26.8% | -121.4% | -96.0% |
| YTD | -98.1% | +28.3% | -126.4% | -98.6% |
| All | -98.2% | +59.9% | -158.1% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling