-99.9%
DFNS vs TDG
+216.0%
-315.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | -73.2% | -6.5% | -66.7% | -73.2% |
| 3M | -72.4% | -5.1% | -67.4% | -72.3% |
| 6M | -95.2% | -11.5% | -83.7% | -95.3% |
| YTD | -98.0% | -13.9% | -84.1% | -98.0% |
| 1Y | -98.3% | -11.5% | -86.8% | -98.3% |
| 3Y | -99.9% | +53.7% | -153.5% | -99.9% |
| 5Y | -99.9% | +135.5% | -235.4% | -99.9% |
| All | -99.9% | +216.0% | -315.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling