-99.9%
DFNS vs TDY
+80.9%
-180.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -5.2% |
| 7D | +4.6% | -1.8% | +6.5% | +4.0% |
| 30D | -73.9% | -13.8% | -60.1% | -75.4% |
| 3M | -71.7% | -3.9% | -67.8% | -72.0% |
| 6M | -94.6% | -9.0% | -85.6% | -94.8% |
| YTD | -98.1% | +16.5% | -114.6% | -97.9% |
| 1Y | -98.3% | +9.3% | -107.6% | -98.2% |
| 3Y | -99.9% | +45.1% | -145.0% | -99.9% |
| 5Y | -99.9% | +35.0% | -134.8% | -99.8% |
| All | -99.9% | +80.9% | -180.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling