-99.6%
DFNS vs TE
-16.5%
-83.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.5% | -14.8% | -17.6% |
| 7D | -27.7% | +3.8% | -31.5% | -28.3% |
| 30D | -58.0% | -26.2% | -31.7% | -55.3% |
| 3M | -94.0% | -49.7% | -44.3% | -93.1% |
| 6M | -94.6% | -46.5% | -48.1% | -94.1% |
| YTD | -99.4% | -59.1% | -40.3% | -99.4% |
| 1Y | -99.6% | -25.8% | -73.8% | -99.7% |
| All | -99.6% | -16.5% | -83.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling