-100.0%
DFNS vs TD
+134.3%
-234.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -2.2% |
| 7D | -42.8% | -0.6% | -42.2% | -42.9% |
| 30D | -67.6% | +7.9% | -75.5% | -66.0% |
| 3M | -94.9% | +3.1% | -98.0% | -94.8% |
| 6M | -96.7% | +17.2% | -113.9% | -96.3% |
| YTD | -99.6% | +34.7% | -134.4% | -99.5% |
| 1Y | -99.7% | +56.9% | -156.6% | -99.6% |
| All | -100.0% | +134.3% | -234.2% | -99.9% |
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