-99.9%
DFNS vs TD
+128.4%
-228.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.3% |
| 7D | +0.8% | +0.9% | -0.1% | +1.4% |
| 30D | -73.2% | -0.7% | -72.6% | -73.6% |
| 3M | -72.4% | +6.3% | -78.7% | -71.3% |
| 6M | -95.2% | +27.9% | -123.1% | -94.1% |
| YTD | -98.0% | +29.8% | -127.8% | -97.5% |
| 1Y | -98.3% | +63.7% | -161.9% | -97.1% |
| 3Y | -99.9% | +128.3% | -228.2% | -99.5% |
| All | -99.9% | +128.4% | -228.3% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling