-99.9%
DFNS vs TD
+123.1%
-222.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -5.0% |
| 7D | +4.6% | -1.9% | +6.6% | +4.0% |
| 30D | -73.9% | -1.6% | -72.3% | -74.1% |
| 3M | -71.7% | +4.6% | -76.3% | -71.3% |
| 6M | -94.6% | +26.8% | -121.4% | -94.1% |
| YTD | -98.1% | +28.3% | -126.4% | -97.9% |
| 1Y | -98.3% | +60.4% | -158.8% | -97.9% |
| 3Y | -99.9% | +125.7% | -225.6% | -99.8% |
| 5Y | -99.9% | +122.4% | -222.2% | -99.8% |
| All | -99.9% | +123.1% | -222.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling