-99.9%
DFNS vs TDY
+83.5%
-183.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.1% |
| 7D | -6.3% | -1.1% | -5.2% | -6.7% |
| 30D | -74.0% | -12.0% | -61.9% | -75.3% |
| 3M | -70.1% | -3.2% | -67.0% | -70.5% |
| 6M | -93.9% | -7.9% | -86.0% | -94.1% |
| YTD | -98.1% | +18.2% | -116.3% | -97.9% |
| 1Y | -98.3% | +6.7% | -105.0% | -98.3% |
| 3Y | -99.9% | +47.5% | -147.4% | -99.9% |
| 5Y | -99.9% | +39.5% | -139.4% | -99.8% |
| All | -99.9% | +83.5% | -183.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling