-99.6%
DFNS vs TDG
-5.9%
-93.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.7% | -19.1% | -19.7% |
| 7D | -27.7% | +7.1% | -34.7% | -38.4% |
| 30D | -58.0% | +11.4% | -69.3% | -67.2% |
| 3M | -94.0% | -4.6% | -89.4% | -93.4% |
| 6M | -94.6% | +5.8% | -100.4% | -94.5% |
| YTD | -99.4% | -8.5% | -90.9% | -99.3% |
| 1Y | -99.6% | -5.8% | -93.8% | -99.5% |
| All | -99.6% | -5.9% | -93.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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