-100.0%
DFNS vs TE
-81.0%
-19.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -4.5% |
| 7D | -6.0% | -19.1% | +13.1% | +0.6% |
| 30D | -71.2% | -34.1% | -37.1% | -67.1% |
| 3M | -94.5% | -60.1% | -34.4% | -92.7% |
| 6M | -96.5% | -66.0% | -30.6% | -95.5% |
| YTD | -99.6% | -71.4% | -28.2% | -99.5% |
| 1Y | -99.7% | -45.3% | -54.4% | -99.7% |
| 3Y | -100.0% | +9.1% | -109.1% | -100.0% |
| 5Y | -100.0% | -82.6% | -17.4% | -100.0% |
| All | -100.0% | -81.0% | -19.0% | -100.0% |
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