-98.3%
DFNS vs TE
+149.2%
-247.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -6.3% | +0.2% | -6.6% | -6.6% |
| 30D | -74.0% | -5.9% | -68.0% | -73.5% |
| 3M | -70.1% | -45.6% | -24.6% | -66.5% |
| 6M | -93.9% | -43.4% | -50.5% | -93.4% |
| YTD | -98.1% | -31.0% | -67.1% | -98.2% |
| 1Y | -98.3% | +145.2% | -243.5% | -98.9% |
| All | -98.3% | +149.2% | -247.5% | -98.9% |
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 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