-99.9%
DFNS vs TD
+236.3%
-336.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.3% |
| 7D | -16.0% | +0.3% | -16.3% | -16.0% |
| 30D | -77.7% | +0.4% | -78.1% | -77.8% |
| 3M | -77.2% | +7.6% | -84.8% | -76.7% |
| 6M | -95.2% | +25.0% | -120.2% | -94.8% |
| YTD | -98.0% | +31.0% | -129.0% | -97.8% |
| 1Y | -98.3% | +65.2% | -163.4% | -97.9% |
| 3Y | -99.9% | +122.5% | -222.4% | -99.8% |
| 5Y | -99.9% | +124.8% | -224.7% | -99.8% |
| All | -99.9% | +236.3% | -336.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling