-99.9%
DFNS vs TDG
+52.1%
-152.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.5% |
| 7D | -6.3% | -1.9% | -4.5% | -6.4% |
| 30D | -74.0% | -7.7% | -66.3% | -74.0% |
| 3M | -70.1% | -9.3% | -60.8% | -70.7% |
| 6M | -93.9% | -9.4% | -84.5% | -94.1% |
| YTD | -98.1% | -14.3% | -83.8% | -98.3% |
| 1Y | -98.3% | -11.8% | -86.5% | -98.4% |
| 3Y | -99.9% | +52.0% | -151.9% | -99.8% |
| All | -99.9% | +52.1% | -152.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling