-99.9%
DFNS vs TDY
+34.3%
-134.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.6% |
| 7D | -3.3% | -1.9% | -1.5% | -4.1% |
| 30D | -73.1% | -12.5% | -60.6% | -74.9% |
| 3M | -71.4% | -0.8% | -70.6% | -71.3% |
| 6M | -93.8% | -9.0% | -84.9% | -94.1% |
| YTD | -98.0% | +16.8% | -114.8% | -97.8% |
| 1Y | -98.2% | +9.5% | -107.6% | -98.1% |
| 3Y | -99.9% | +45.4% | -145.3% | -99.9% |
| 5Y | -99.9% | +37.8% | -137.7% | -99.8% |
| All | -99.9% | +34.3% | -134.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling