-99.9%
DFNS vs TE
-54.4%
-45.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.7% | +8.3% | +3.6% |
| 7D | -3.3% | +0.9% | -4.2% | -3.9% |
| 30D | -73.1% | -16.3% | -56.8% | -71.4% |
| 3M | -71.4% | -40.8% | -30.6% | -66.8% |
| 6M | -93.8% | -42.6% | -51.2% | -93.4% |
| YTD | -98.0% | -31.4% | -66.6% | -98.1% |
| 1Y | -98.2% | +144.9% | -243.1% | -99.0% |
| 3Y | -99.9% | -26.0% | -73.9% | -99.9% |
| 5Y | -99.9% | -48.5% | -51.4% | -99.9% |
| All | -99.9% | -54.4% | -45.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling