-99.9%
DFNS vs TDG
+125.9%
-225.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -3.3% | -2.7% | -0.7% | -3.4% |
| 30D | -73.1% | -9.3% | -63.8% | -73.1% |
| 3M | -71.4% | -7.1% | -64.3% | -71.3% |
| 6M | -93.8% | -11.2% | -82.7% | -94.0% |
| YTD | -98.0% | -15.3% | -82.8% | -98.1% |
| 1Y | -98.2% | -12.5% | -85.7% | -98.2% |
| 3Y | -99.9% | +51.2% | -151.1% | -99.9% |
| 5Y | -99.9% | +126.1% | -226.0% | -99.9% |
| All | -99.9% | +125.9% | -225.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling